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~type_genre:"Article in journal"
~person:"Maurer, Raimond"
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Search: subject:"portfolio optimization"
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Portfolio selection
25
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Maurer, Raimond
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
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31
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Li, Duan
30
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Prigent, Jean-Luc
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29
Kang, Sang Hoon
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28
Martellini, Lionel
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
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Zhou, Guofu
26
Young, Virginia R.
25
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23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
Scherer, Bernd
23
Markowitz, Harry
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Račev, Svetlozar T.
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
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Journal of pension economics and finance
3
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2
Kredit und Kapital
2
Review of finance : journal of the European Finance Association
2
The journal of asset management
2
Die Bank
1
Die Betriebswirtschaft : DBW
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1
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
25
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1
Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
The journal of risk & insurance
90
(
2023
)
4
,
pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
Saved in:
2
How will persistent low expected returns shape household economic behavior?
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
Journal of pension economics and finance
18
(
2019
)
4
,
pp. 612-622
Persistent link: https://www.econbiz.de/10012116182
Saved in:
3
Time is money : rational life cycle inertia and the delegation of investment management
Kim, Hugh H.
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 427-447
Persistent link: https://www.econbiz.de/10011590788
Saved in:
4
Return-based classification of absolute ruturn funds
Gerlach, Philipp
;
Maurer, Raimond
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10011411953
Saved in:
5
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:
6
Welfare implications of product choice regulation during the payout phase of funded pensions
Horneff, Vanya
;
Kaschützke, Barbara
;
Maurer, Raimond
; …
- In:
Journal of pension economics and finance
13
(
2014
)
3
,
pp. 272-296
Persistent link: https://www.econbiz.de/10010509263
Saved in:
7
Optimal portfolio choice with annuities and life insurance for retired couples
Hubener, Andreas
;
Maurer, Raimond
;
Rogalla, Ralph
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
1
,
pp. 147-188
Persistent link: https://www.econbiz.de/10010405213
Saved in:
8
How unobservable bond positions in retirement accounts affect asset allocation
Marekwica, Marcel
;
Maurer, Raimond
- In:
OR spectrum : quantitative approaches in management
33
(
2011
)
1
,
pp. 235-255
Persistent link: https://www.econbiz.de/10008823017
Saved in:
9
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:
10
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
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