Optimal Portfolio Choice with Annuitization
Year of publication: |
2006
|
---|---|
Authors: | Nijman, Theo ; Werker, Bas J.M. ; Koijen, R.S.J. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | optimal life-cycle portfolio choice | annuity risk |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 2006-78 |
Classification: | D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; G0 - Financial Economics. General ; G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
-
Optimal Annuity Risk Management
Koijen, Ralph S. J., (2009)
-
Catalão, André Borges, (2010)
-
Assessing Asset Pricing Models Using Revealed Preference
Berk, Jonathan B., (2014)
- More ...
-
Labor Income and the Demand for Long-term Bonds
Nijman, Theo, (2005)
-
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement
Nijman, Theo, (2010)
-
On the Empirical Evidence of Mutual Fund Strategic Risk Taking
Nijman, Theo, (2001)
- More ...