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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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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
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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
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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
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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
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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
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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
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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
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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 - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10009517602
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Discussion of "The victory of hope over angst? : funding, asset allocation and risk taking in German public sector pension reform "
Steenkamp, Tom B. M.; Hoevenaars, Roy; Molenaar, Roderick - In: Frontiers in pension finance, (pp. 80-82). 2008
Persistent link: https://www.econbiz.de/10003676758