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Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - 2008
Persistent link: https://www.econbiz.de/10003861313
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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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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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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