Narrow search
Showing 1 - 10 of 23
Cover Image
The simultaneous relation between fund flows and returns
Benson, Karen; Faff, Robert W.; Smith, Tom - In: Australian journal of management 35 (2010) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10003975426
Cover Image
Self-annuitization, consumption shortfall in retirement and asset allocation : the annuity benchmark
Albrecht, Peter; Maurer, Raimond - In: Journal of pension economics and finance 1 (2002) 3, pp. 269-288
Persistent link: https://www.econbiz.de/10001776297
Cover Image
The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM
Benson, Karen; Pope, Peter J.; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10001807026
Cover Image
Zur Eigenmittelunterlegung von Leistungszusagen in der Auszahlphase bei investmentfondsbasierten Altersvorsorgeverträgen : ein Gestaltungsvorschlag
Duš, Ivica; Maurer, Raimond - In: Kredit und Kapital 42 (2009) 2, pp. 277-312
Persistent link: https://www.econbiz.de/10003867456
Cover Image
Zur Rolle der Investmentfonds in der kapitalgedeckten Alterssicherung
Maurer, Raimond - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 58 (2005) 24, pp. 1381-1385
Persistent link: https://www.econbiz.de/10003225431
Cover Image
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
Cover Image
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
Cover Image
A multifactor model of gold industry stock returns : evidence from the Australian equity market
Faff, Robert W. - In: Applied financial economics 8 (1998) 1, pp. 21-28
Persistent link: https://www.econbiz.de/10001240716
Cover Image
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin; Benson, Karen; Faff, Robert W. - In: Accounting research journal 29 (2016) 1, pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Cover Image
Accounting-based asset return smoothing in participating life annuities : implications for annuitants, insurers, and policymakers
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; … - In: Retirement system risk management : implications of the …, (pp. 40-50). 2016
Persistent link: https://www.econbiz.de/10011586833