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Kosten der privaten Altersvorsorge : private Rentenversicherungen und Fondssparpläne im Vergleich
Westerheide, Peter - 2001
Im langfristigen Zeithorizont der kapitalgedeckten Altersvorsorge kommt Kostenunterschieden zwischen verschiedenen … Ansparen in Investmentfonds mit gleicher durchschnittlicher Renditeerwartung vor Kosten, wie sie private Rentenversicherungen … bieten, und den hier unterstellten Kosten für aktienorientierte Investmentfonds aus Kostensicht nicht immer effizient ist. …
Persistent link: https://www.econbiz.de/10013428381
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250 Analysten, 1 Portfolio? : eine ökonometrische Analyse von Empfehlungen zur Gestaltung eines Vermögensportfolios zur Altersvorsorge
Dornau, Robert; Szczesny, Andrea - 1999
constructed from the recommendations are compared using different performance and risk measures. …
Persistent link: https://www.econbiz.de/10013428214
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Synthetic leverage and fund risk-taking
Fricke, Daniel - 2021
Mutual fund risk-taking via active portfolio rebalancing varies both in the cross-section and over time. In this paper …, I show that the same is true for funds' off- balance sheet risk-taking, even after controlling for on-balance sheet … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …
Persistent link: https://www.econbiz.de/10012489580
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Is one plus one always two? : insuring longevity risk while having multiple savings accounts
Hurwitz, Abigail; Sade, Orly - 2021
Persistent link: https://www.econbiz.de/10014297006
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Household bargaining, pension contributions and retirement expectations : evidence from the German Panel on Household Finances
Fernandes, Inês; Schmidt, Tobias - 2021
In this paper, we study the relationship between intrahousehold bargaining styles, bar-gaining power and individual pension contributions and expected standard of living in retirement, using microdata from the German Panel on Household Finances (PHF) survey. The paper builds on a theoretical...
Persistent link: https://www.econbiz.de/10012697947
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Return differences between DAX ETFs and the benchmark DAX
Schmidhammer, Christoph - 2021
For the DAX index market, this paper analyses the development of return differences between exchange traded funds (ETFs) and the DAX index from the perspective of long-term investors. The newly introduced methodology provides the opportunity to continuously identify long-term costs of passively...
Persistent link: https://www.econbiz.de/10012607112
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Die Rendite von Lebensversicherungen nach Steuer
Brunsbach, Stefan; Lang, Oliver - 1996
vorliegenden Arbeit wird der Effekt dieser Steuervorteile auf die Rendite von Lebensversicherungen untersucht. Es wird ein Weg zur … Abgrenzung der Sparkomponente einer Kapitallebensversicherung und zur Berechnung von deren Rendite aufgezeigt. Unter Verwendung …
Persistent link: https://www.econbiz.de/10011622914
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Die Rendite von Lebensversicherungen nach Steuer
Brunsbach, Stefan; Lang, Oliver - 1996
Persistent link: https://www.econbiz.de/10013428042
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Beta dispersion and market timing
Kuntz, Laura-Chloé - 2020
The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a measure of market vulnerability. This study examines the economic idea of the beta dispersion and its application as a market return predictor. Based on the empirical beta dispersion observed in the US...
Persistent link: https://www.econbiz.de/10012264452
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Investment opportunities in Central and Eastern European equity markets : an econometric examination of the risk-return relationships for Western investors
Schröder, Michael - 2000
This study focuses on the diversification benefits of the most developed equity markets of Central and Eastern Europe (CEE). To evaluate these benefits of diversification we use so-called spanning tests based on a stochastic discount factor approach and estimated by General Methods of Moments...
Persistent link: https://www.econbiz.de/10013428350