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Life cycle asset allocation in the presence of housing and tax-deferred investing
Marekwica, Marcel; Schaefer, Alexander; Sebastian, Steffen - In: Journal of economic dynamics & control 37 (2013) 6, pp. 1110-1125
Persistent link: https://www.econbiz.de/10010100477
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Optimal tax-timing and asset allocation when tax rebates on capital losses are limited
Marekwica, Marcel - In: Journal of banking & finance 36 (2012) 7, pp. 2048-2064
Persistent link: https://www.econbiz.de/10009972345
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Optimal portfolio choice with wash sale constraints
Astrup Jensen, Bjarne; Marekwica, Marcel - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1916-1938
Persistent link: https://www.econbiz.de/10009331089
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How unobservable bond positions in retirement accounts affect asset allocation
Marekwica, Marcel; Maurer, Raimond - In: OR spectrum : quantitative approaches in management 33 (2010) 1, pp. 235-256
Persistent link: https://www.econbiz.de/10008770789
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Following the rules: Integrating asset allocation and annuitization in retirement portfolios
Horneff, Wolfram J.; Maurer, Raimond H.; Mitchell, Olivia S. - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 396-408
Persistent link: https://www.econbiz.de/10007905815
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MONEY IN MOTION: DYNAMIC PORTFOLIO CHOICE IN RETIREMENT
Horneff, Wolfram J.; Maurer, Raimond H.; Mitchell, Olivia S. - 2007
Persistent link: https://www.econbiz.de/10007720457
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ASSET ALLOCATION AND LOCATION OVER THE LIFE CYCLE WITH SURVIVAL-CONTINGENT PAYOUTS
Horneff, Wolfram J.; Maurer, Raimond H.; Mitchell, Olivia S. - 2008
Persistent link: https://www.econbiz.de/10008071699
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Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
Horneff, Wolfram J.; Maurer, Raimond H.; Mitchell, Olivia S. - In: Journal of banking & finance 33 (2009) 9, pp. 1688-1699
Persistent link: https://www.econbiz.de/10008262210
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Life-cycle asset allocation with annuity markets
Horneff, Wolfram J.; Maurer, Raimond H.; Stamos, Michael Z. - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3590-3612
Persistent link: https://www.econbiz.de/10008110426
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Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
Horneff, Wolfram J.; Maurer, Raimond H.; Mitchell, Olivia S. - In: Journal of banking & finance 33 (2009) 9, pp. 1688-1700
Persistent link: https://www.econbiz.de/10008895813