Similar Search Results

Optimizing the retirement portfolio : asset allocation, annuitization, and risk aversion

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2006

Persistent link: https://www.econbiz.de/10003354841

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

Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints

Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - 2008

Persistent link: https://www.econbiz.de/10003861313

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

Persistent link: https://www.econbiz.de/10003851671

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

The victory of hope over Angst? : funding, asset allocation, and risk-taking in German public sector pension reform

Maurer, Raimond (contributor); … - 2007

Wie in vielen anderen Ländern auch, beruhen die deutschen Beamtenpensionen traditionell auf einem umlage- und steuerfinanzierten System der Leistungszusage (defined benefit pension - DB). Aufgrund fehlender Rücklagen resultieren aus den Pensionsverspechen ungedeckte Verbindlichkeiten in...

Persistent link: https://www.econbiz.de/10003480371

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

Money in motion : dynamic portfolio choice in retirement

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2007

Persistent link: https://www.econbiz.de/10003586145

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

Money in motion : dynamic portfolio choice in retirement

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2007

Persistent link: https://www.econbiz.de/10003501839