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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
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Money in motion : dynamic portfolio choice in retirement
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2007
Persistent link: https://www.econbiz.de/10003586145
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A strategy-proof test of portfolio returns
Foster, Dean P.; Young, H. Peyton - 2011
Persistent link: https://www.econbiz.de/10009303205
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A Markov test for alpha
Foster, Dean P.; Stine, Robert A.; Young, H. Peyton - 2011
Persistent link: https://www.econbiz.de/10009303237
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Forthcoming review of finance optimal portfolio choice over the life-cycle with flexible work, endogenous retirement, and lifetime payouts
Chai, Jingjing; Horneff, Wolfram J.; Maurer, Raimond; … - 2011
Persistent link: https://www.econbiz.de/10009231319