Similar Search Results - EconBiz

Cost-Average-Effekt : Fakt oder Mythos

Albrecht, Peter; Duš, Ivica; Maurer, Raimond; … - 2002

Persistent link: https://www.econbiz.de/10015204288

Cost-Average-Effekt : Fakt oder Mythos?

Albrecht, Peter; Duš, Ivica; Maurer, Raimond; … - 2002

Persistent link: https://www.econbiz.de/10013443154

Integrated asset liability modelling for property casualty insurance : a portfolio theoretical approach

Duš, Ivica; Maurer, Raimond - In: Handbuch Institutionelles Asset Management, (pp. 447-463). 2003

Persistent link: https://www.econbiz.de/10001760214

Optimizing the Retirement Portfolio : Asset Allocation, Annuitization, and Risk Aversion

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2011

Retirees must draw down their accumulated assets in an orderly fashion so as not to exhaust their funds too soon. We derive the optimal retirement portfolio from a menu that includes payout annuities as well as an investment allocation and a withdrawal strategy, assuming risk aversion,...

Persistent link: https://www.econbiz.de/10014047792

Optimizing the Retirement Portfolio : Asset Allocation, Annuitization, and Risk Aversion

Horneff, Wolfram J. - 2006

Retirees must draw down their accumulated assets in an orderly fashion so as not to exhaust their funds too soon. We derive the optimal retirement portfolio from a menu that includes payout annuities as well as an investment allocation and a withdrawal strategy, assuming risk aversion,...

Persistent link: https://www.econbiz.de/10012466273

Optimizing the Retirement Portfolio : Asset Allocation, Annuitization, and Risk Aversion

Horneff, Wolfram J. - 2007

Retirees must draw down their accumulated assets in an orderly fashion so as not to exhaust their funds too soon. We derive the optimal retirement portfolio from a menu that includes payout annuities as well as an investment allocation and a withdrawal strategy, assuming risk aversion,...

Persistent link: https://www.econbiz.de/10012778385

Integrated asset liability modelling for property casuality insurance : a portfolio theoretical approach

Duš, Ivica; Maurer, Raimond - 2001

Persistent link: https://www.econbiz.de/10013444444

Die Evaluation des Risiko-Ertrags-Profils von Aktienpositionen mit Optionen auf der Grundlage des Shortfall-Ansatzes

Albrecht, Peter; Maurer, Raimond; Timpel, Matthias - 1994

Persistent link: https://www.econbiz.de/10000978175

Shortfall-Risiko - Excess-Chance-Entscheidungskalküle : Grundlagen und Beziehungen zum Bernoulli-Prinzip

Albrecht, Peter - In: Zeitschrift für Wirtschafts- und Sozialwissenschaften … 118 (1998) 2, pp. 249-274

Persistent link: https://www.econbiz.de/10001248279

Ertrag und Risiko rollierender Wertsicherungsstrategien mit Optionen

Albrecht, Peter - In: Die Bank (1995), pp. 238-241

Persistent link: https://www.econbiz.de/10001180386

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