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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

Asset allocation and location over the life cycle with investment-linked survival-contingent payouts

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Journal of banking & finance 33 (2009) 9, pp. 1688-1899

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Asset allocation and location over the life cycle with survival-contingent payouts

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2008

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Extending life cycle models of optimal portfolio choice : integrated flexible work, endogenous retirement, and investment decisions with lifetime payouts

Chai, Jingjing; Horneff, Wolfram J.; Maurer, Raimond; … - 2009

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The effect of uncertain labor income and social security on life-cycle portfolios

Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - 2010

"The NBER Bulletin on Aging and Health provides summaries of publications like this. You can sign up to receive the NBER Bulletin on Aging and Health by email. This paper examines how labor income volatility and social security benefits can influence lifecycle household portfolios. We examine...

Persistent link: https://www.econbiz.de/10003932192