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MONEY IN MOTION: DYNAMIC PORTF...
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Mitchell, Olivia S.
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7
Clark, Robert L.
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Journal of pension economics and finance
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3
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2
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ECONIS (ZBW)
155
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1
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
Persistent link: https://www.econbiz.de/10003872868
Saved in:
2
Variable payout annuities and dynamic portfolio choice in retirement
Horneff, Wolfram J.
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
- In:
Journal of pension economics and finance
9
(
2010
)
2
,
pp. 163-183
Persistent link: https://www.econbiz.de/10003987836
Saved in:
3
Optimal gradual annuitization : quantifying the costs of switching to annuities
Horneff, Wolfram J.
;
Maurer, Raimond
;
Stamos, Michael Zisis
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
4
,
pp. 1019-1038
Persistent link: https://www.econbiz.de/10003790377
Saved in:
4
Life-cycle asset allocation with annuity markets
Horneff, Wolfram J.
;
Maurer, Raimond
;
Stamos, Michael Zisis
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3590-3612
Persistent link: https://www.econbiz.de/10003780976
Saved in:
5
Following the rules : integrating asset allocation and annuitization in retirement portfolios
Horneff, Wolfram J.
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 396-408
Persistent link: https://www.econbiz.de/10003682561
Saved in:
6
Optimal portfolio choice over the life cycle with flexible work, endogenous retirement, and lifetime payouts
Chai, Jingjing
;
Horneff, Wolfram J.
;
Maurer, Raimond
; …
- In:
Review of finance : journal of the European Finance …
15
(
2011
)
4
,
pp. 875-907
Persistent link: https://www.econbiz.de/10009376162
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Maurer, Raimond
;
Mitchell, Olivia S.
;
Rogalla, Ralph
; …
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 649-676
Persistent link: https://www.econbiz.de/10010127209
Saved in:
10
How family status and social security claiming options shape optimal life cycle portfolios
Hubener, Andreas
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
The review of financial studies
29
(
2016
)
4
,
pp. 937-978
Persistent link: https://www.econbiz.de/10011529994
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