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Estimated inflation rate, consumption and portfolio decision

Han, Nan-Wei; Hung, Mao-Wei - In: Economics Letters 92 (2006) 3, pp. 402-408

Persistent link: https://www.econbiz.de/10005095430

The investment management for a downside-protected equity-linked annuity under interest rate risk

Han, Nan-Wei; Hung, Mao-Wei - In: Finance research letters 13 (2015), pp. 113-124

Persistent link: https://www.econbiz.de/10011552419

Estimated inflation rate, consumption and portfolio decision

Han, Nan-Wei; Hung, Mao-Wei - In: Economics letters 92 (2006) 3, pp. 402-408

Persistent link: https://www.econbiz.de/10003373551

Dynamic Portfolio Choice and Consumption Plan under Inflation with Nominal and Indexed Bonds

Han, Nan-Wei - 2009

We solve for an intertemporal portfolio-consumption choice problem under inflation. We assume that the nominal interest rate is observable while the expected inflation rate is not. The inclusion of the indexed bond in the investor's portfolio provides the investor an opportunity to perfectly...

Persistent link: https://www.econbiz.de/10012719247

The annuity puzzle and consumption hump under ambiguous life expectancy

Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 100 (2021), pp. 76-88

Persistent link: https://www.econbiz.de/10012622382

Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks

Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 54-67

Persistent link: https://www.econbiz.de/10011702045

Estimated inflation rate, consumption and portfolio decision

Han, Nan-Wei; Hung, Mao-Wei - In: Economics letters 92 (2006) 3, pp. 402-408

Persistent link: https://www.econbiz.de/10007279979