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Dynamic portfolio choice with deferred annuities

Horneff, Wolfram J.; Maurer, Raimond; Rogalla, Ralph - In: Journal of banking & finance 34 (2010) 11, pp. 2652-2664

Persistent link: https://www.econbiz.de/10008858851

Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk

Owadally, Iqbal; Jang, Chul; Clare, Andrew D. - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1132-1146

Persistent link: https://www.econbiz.de/10012622446

Perfect withdrawal in a noisy world : investing lessons with and without annuities while in drawdown between 2000 and 2019

Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - In: The journal of retirement : JOR 9 (2021) 1, pp. 9-39

Persistent link: https://www.econbiz.de/10012613659

Optimal Investment for a Retirement Plan with Deferred Annuities

Owadally, Iqbal - 2019

We construct an optimal investment portfolio model with deferred annuities for an individual investor saving for retirement. The objective function consists of power utility in terms of secured retirement income from the deferred annuity purchases, as well as bequest from remaining wealth...

Persistent link: https://www.econbiz.de/10012862805

Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin

Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 112 (2023), pp. 80-96

Persistent link: https://www.econbiz.de/10014446728

Quantitative equity investing : techniques and strategies

Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010

portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz … FINANCE -- CAUSALITY -- SUMMARY -- Chapter 4: Common Pitfalls in Financial Modeling -- THEORY AND ENGINEERING -- ENGINEERING …