Maurer, Thomas Andreas
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Washington University in Saint Louis - John M. Olin Business School
One Brookings Drive
email address
London School of Economics & Political Science (LSE)
Houghton Street
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Maurer, Thomas Andreas's
Scholarly Papers
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Aggregate Statistics
Total 413
Total Citations 3
1.
Maurer, Thomas Andreas Washington University in Saint Louis - John M. Olin Business School
203(73,772)
index tracking, enhanced indexation, cointegration, portfolio optimization, tracking error minimization
2.
Maurer, Thomas Andreas Washington University in Saint Louis - John M. Olin Business School
Posted:
26 Jan 10
Last Revised:
04 May 12
85(150,720)
1
uncertain life expectancy, uncertain lifetime, portfolio optimization under uncertainty, time variation in life expectancy, stochastically changing mortality rates, demographic change, intertemporal consumption choice, annuity, life cycle consumption, capital asset pricing, cross-section of returns
3.
Maurer, Thomas Andreas Washington University in Saint Louis - John M. Olin Business School
Posted:
11 May 11
Last Revised:
03 May 12
75(162,856)
2
baby boom, demographic uncertainty, long run risk, asset pricing, intertemporal consumption choice
4.
Maurer, Thomas Andreas Washington University in Saint Louis - John M. Olin Business School
Posted:
25 Apr 12
Last Revised:
12 Feb 13
50(200,669)
time preference shocks, taste shocks, demand shocks, equity premium, risk-free rate puzzle, correlation puzzle, consumption based asset pricing, general equilibrium, recursive preferences, return predictability, auto-correlation in stock return
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