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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
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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
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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
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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
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Money in motion : dynamic portfolio choice in retirement
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2007
Persistent link: https://www.econbiz.de/10003586145
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Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stauros Andrea - 2016
Persistent link: https://www.econbiz.de/10011539351
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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
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Cost Average-Effekt - Fakt oder Mythos?
Albrecht, Peter; Dus, Ivica; Maurer, Raimond; Ruckpaul, Ulla - 2002
Die vorliegende Arbeit analysiert den Cost - Average Effekt , beruhend auf einer strukturierten Vorgehensweise eines Finanzinvestments, der Cost Average- bzw. Durchschnittspreis-Methode.
Persistent link: https://www.econbiz.de/10005850478
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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
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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