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~isPartOf:"Analytical models for financial modeling and risk management"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Consiglio, Andrea"
~person:"Mahayni, Antje"
~person:"Maurer, Raimond"
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Consiglio, Andrea
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Analytical models for financial modeling and risk management
Journal of economic dynamics & control
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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:
2
Effectiveness of CPPI strategies under discrete-time trading
Balder, Sven
;
Brandl, Michael
;
Mahayni, Antje
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10003810186
Saved in:
3
Asset allocation and location over the life cycle with survival-contingent payoffs
Horneff, Wolfram J.
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
-
2008
Persistent link: https://www.econbiz.de/10003861308
Saved in:
4
How does learning affect market liquidity? : a simulation analysis of a double-auction financial market with portfolio traders
Consiglio, Andrea
;
Russino, Annalisa
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1910-1937
Persistent link: https://www.econbiz.de/10003487858
Saved in:
5
Money in motion : dynamic portfolio choice in retirement
Horneff, Wolfram J.
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
-
2007
Persistent link: https://www.econbiz.de/10003586145
Saved in:
6
Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
-
2016
Persistent link: https://www.econbiz.de/10011539351
Saved in:
7
Forthcoming review of finance optimal portfolio choice over the life-cycle with flexible work, endogenous retirement, and lifetime payouts
Chai, Jingjing
;
Horneff, Wolfram J.
;
Maurer, Raimond
; …
-
2011
Persistent link: https://www.econbiz.de/10009231319
Saved in:
8
Minimum return guarantees with fund switching rights : an optimal stopping problem
Mahayni, Antje
;
Schoenmakers, John
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1880-1897
Persistent link: https://www.econbiz.de/10009316471
Saved in:
9
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
10
Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
- In:
Analytical models for financial modeling and risk management
,
(pp. 5-33)
.
2018
Persistent link: https://www.econbiz.de/10011897156
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