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~person:"Drexl, Andreas"
~person:"Maurer, Raimond"
~subject:"Risk"
~subject:"Theory"
~type_genre:"Article in journal"
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25
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Drexl, Andreas
Maurer, Raimond
Broll, Udo
50
Cheng, T. C. E.
50
Fabozzi, Frank J.
49
Vanhoucke, Mario
48
Mukherjee, Arijit
41
Dolgui, Alexandre
33
Wong, Wing Keung
32
Korn, Ralf
30
Lambertini, Luca
30
Minner, Stefan
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28
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25
Li, Duan
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Sethi, Suresh P.
24
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23
Kit, Pong Wong
23
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23
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23
Chen, Jing
22
Prigent, Jean-Luc
22
Zagst, Rudi
22
Markowitz, Harry
21
Tang, Christopher S.
21
Tiwari, Manoj Kumar
21
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20
Lee, Sang-Ho
20
Wang, Shouyang
20
Bárcena Ruiz, Juan Carlos
19
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19
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19
Gollier, Christian
19
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19
Mosheiov, Gur
19
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19
Wong, Hoi Ying
19
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18
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18
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5
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4
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2
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2
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1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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OR spectrum : quantitative approaches in management
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Operations-Research-Spektrum : Zeitschrift der Gesellschaft für Operations Research
1
The journal of real estate research
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ECONIS (ZBW)
28
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1
Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
The journal of risk & insurance
90
(
2023
)
4
,
pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
Saved in:
2
Time is money : rational life cycle inertia and the delegation of investment
management
Kim, Hugh H.
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 427-447
Persistent link: https://www.econbiz.de/10011590788
Saved in:
3
Accounting and actuarial smoothing of retirement payouts in participating life annuities
Maurer, Raimond
;
Mitchell, Olivia S.
;
Rogalla, Ralph
; …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 268-283
Persistent link: https://www.econbiz.de/10011630840
Saved in:
4
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
Saved in:
5
How unobservable bond positions in retirement accounts affect asset allocation
Marekwica, Marcel
;
Maurer, Raimond
- In:
OR spectrum : quantitative approaches in management
33
(
2011
)
1
,
pp. 235-255
Persistent link: https://www.econbiz.de/10008823017
Saved in:
6
Dynamic portfolio choice with deferred annuities
Horneff, Wolfram J.
;
Maurer, Raimond
;
Rogalla, Ralph
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10008858851
Saved in:
7
Variable payout annuities and dynamic portfolio choice in retirement
Horneff, Wolfram J.
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
- In:
Journal of pension economics and finance
9
(
2010
)
2
,
pp. 163-183
Persistent link: https://www.econbiz.de/10003987836
Saved in:
8
Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
Horneff, Wolfram J.
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1688-1899
Persistent link: https://www.econbiz.de/10003872868
Saved in:
9
Life-cycle asset allocation with annuity markets
Horneff, Wolfram J.
;
Maurer, Raimond
;
Stamos, Michael Zisis
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3590-3612
Persistent link: https://www.econbiz.de/10003780976
Saved in:
10
Internationale Diversifikation von Aktien- und Anleiheportfolios aus der Perspektive deutscher Investoren
Maurer, Raimond
;
Mertz, Alexander
- In:
Die Betriebswirtschaft : DBW
60
(
2000
)
4
,
pp. 423-440
Persistent link: https://www.econbiz.de/10001502570
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