Mei, Yuchen; Boyle, Phelim; Li, Johnny Siu-Hang Improving risk sharing and borrower incentives in mortgage design. (English) Zbl 1429.91306 N. Am. Actuar. J. 23, No. 4, 485-511 (2019). MSC: 91G15 91G30 91B05 PDF BibTeX XML Cite \textit{Y. Mei} et al., N. Am. Actuar. J. 23, No. 4, 485--511 (2019; Zbl 1429.91306) Full Text: DOI OpenURL
Boyle, Phelim; Feng, Shui; Melkuev, David; Yang, Shuai; Zhang, Johnew Short positions in the first principal component portfolio. (English) Zbl 1393.91129 N. Am. Actuar. J. 22, No. 2, 223-251 (2018). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{P. Boyle} et al., N. Am. Actuar. J. 22, No. 2, 223--251 (2018; Zbl 1393.91129) Full Text: DOI OpenURL
Boyle, Phelim Positive weights on the efficient frontier. (English) Zbl 1414.91437 N. Am. Actuar. J. 18, No. 4, 462-477 (2014). MSC: 91G99 91B25 PDF BibTeX XML Cite \textit{P. Boyle}, N. Am. Actuar. J. 18, No. 4, 462--477 (2014; Zbl 1414.91437) Full Text: DOI OpenURL
Boyle, Phelim; Liew, Sun Siang Asset allocation with hedge funds on the menu. (English) Zbl 1480.91263 N. Am. Actuar. J. 11, No. 4, 1-21 (2007). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{P. Boyle} and \textit{S. S. Liew}, N. Am. Actuar. J. 11, No. 4, 1--21 (2007; Zbl 1480.91263) Full Text: DOI OpenURL
[Beekman, John; Boyle, Phelim; Hogg, Robert V.; Gerber, Hans; Luckner, Warren; Shapiro, Robert] Remembering Jim Hickman. (English) Zbl 1477.01014 N. Am. Actuar. J. 11, No. 1, 11-16 (2007). MSC: 01A70 PDF BibTeX XML Cite N. Am. Actuar. J. 11, No. 1, 11--16 (2007; Zbl 1477.01014) Full Text: DOI OpenURL
Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng Pricing options using lattice rules. (English) Zbl 1141.91419 N. Am. Actuar. J. 9, No. 3, 50-76 (2005). MSC: 91G60 65C30 65C05 PDF BibTeX XML Cite \textit{P. P. Boyle} et al., N. Am. Actuar. J. 9, No. 3, 50--76 (2005; Zbl 1141.91419) Full Text: DOI OpenURL
Windcliff, Heath; Boyle, Phelim P. The \(1/n\) pension investment puzzle. (English) Zbl 1085.91535 N. Am. Actuar. J. 8, No. 3, 32-45 (2004). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Windcliff} and \textit{P. P. Boyle}, N. Am. Actuar. J. 8, No. 3, 32--45 (2004; Zbl 1085.91535) Full Text: DOI OpenURL
Imai, Junichi; Boyle, Phelim P. Dynamic fund protection. With a discussion by Hans U. Gerber and Elias S. W. Shiu. (English) Zbl 1083.60513 N. Am. Actuar. J. 5, No. 3, 31-51 (2001). MSC: 60H30 60H15 PDF BibTeX XML Cite \textit{J. Imai} and \textit{P. P. Boyle}, N. Am. Actuar. J. 5, No. 3, 31--51 (2001; Zbl 1083.60513) Full Text: DOI OpenURL
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng Valuation of the reset options embedded in some equity-linked insurance products. (English) Zbl 1083.91511 N. Am. Actuar. J. 5, No. 3, 1-18 (2001). MSC: 91G60 65C05 PDF BibTeX XML Cite \textit{P. P. Boyle} et al., N. Am. Actuar. J. 5, No. 3, 1--18 (2001; Zbl 1083.91511) Full Text: DOI OpenURL
Boyle, Phelim P.; Lin, Xiaodong Optimal portfolio selection with transaction costs. (English) Zbl 1080.91516 N. Am. Actuar. J. 1, No. 2, 27-39 (1997). MSC: 91G10 PDF BibTeX XML Cite \textit{P. P. Boyle} and \textit{X. Lin}, N. Am. Actuar. J. 1, No. 2, 27--39 (1997; Zbl 1080.91516) Full Text: DOI OpenURL