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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

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

Internationale Diversifikation von Aktien- und Anleiheportfolios aus der Perspektive deutscher Investoren

Maurer, Raimond; Mertz, Alexander - In: Die Betriebswirtschaft : DBW 60 (2000) 4, pp. 423-440

Persistent link: https://www.econbiz.de/10001502570

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

Time is money : life cycle rational inertia and delegation of investment management

Kim, Hugh H.; Maurer, Raimond; Mitchell, Olivia S. - 2013

Persistent link: https://www.econbiz.de/10010229488

Fixed and Variable Longevity Annuities in Defined Contribution Plans : Optimal Retirement Portfolios Taking Social Security into Account

Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - National Bureau of Economic Research - 2023

This paper investigates retirees' optimal purchases of fixed and variable longevity income annuities using their defined contribution (DC) plan assets and given their expected Social Security benefits. As an alternative, we also evaluate using plan assets to boost Social Security benefits...

Persistent link: https://www.econbiz.de/10013537747

Hedging the exchange rate risk in international portfolio diversification: Currency forwards versus currency options

Maurer, Raimond; Valiani, Shohreh - In: Managerial Finance 33 (2007), pp. 667-692

exposure risk. In this regard, several hedging strategies are evaluated and compared with one another. Design … hedge tools brings a much more diversified selection of stock and bond markets than no hedging strategy. The optimal option … optimal forward hedging. In the out-of-sample study, the optimally forward-hedged strategy generally presents a much better …

Persistent link: https://www.econbiz.de/10010757362