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Stamos, Michael Z.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
626 |
Total
Citations
30 |
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1.
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Money in Motion: Dynamic Portfolio Choice in Retirement
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Stamos, Michael Z.
Allianz Global Investors
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Posted:
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15 Feb 07
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Last Revised:
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29 Nov 11
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464
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4
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Stamos, Michael Z.
Allianz Global Investors
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40
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4
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Stamos, Michael Z.
Allianz Global Investors
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424
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2.
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Fischer, Marcel
Copenhagen Business School Stamos, Michael Z.
Allianz Global Investors
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21 Nov 10
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Last Revised:
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27 Mar 13
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101
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asset allocation, portfolio choice, housing market cycles, real estate
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3.
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Optimal Dynamic Consumption and Portfolio Choice for Pooled Annuity Funds
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Stamos, Michael Z.
Allianz Global Investors
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Posted:
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22 Mar 07
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Last Revised:
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26 Nov 10
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38
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2
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Stamos, Michael Z.
Allianz Global Investors
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0
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Dynamic Consumption and Portfolio Choice, Mortality Risk, Pooling, Insurance, Jump Risk, HJB, Finite Differences
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Stamos, Michael Z.
Allianz Global Investors
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38
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2
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Dynamic Consumption and Portfolio Choice, Mortality Risk, Pooling, Insurance, Jump Risk, HJB, Finite Differences
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4.
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Stamos, Michael Z.
Allianz Global Investors
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21
(271,442)
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15
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5.
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Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities
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Versions (3)
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Stamos, Michael Z.
Allianz Global Investors
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Posted:
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10 Mar 06
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Last Revised:
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01 Mar 09
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2
(335,521)
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9
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Stamos, Michael Z.
Allianz Global Investors
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2
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9
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Stamos, Michael Z.
Allianz Global Investors
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0
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Portfolio Choice, Dynamic Asset Allocation, Insurance, Annuities, Pensions, Retirement, Retirement Policies
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Stamos, Michael Z.
Allianz Global Investors
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10 Mar 06
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Last Revised:
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25 Jul 08
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0
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Portfolio Choice, Dynamic Asset Allocation, Insurance, Annuities, Pensions, Retirement, Retirement Policies
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6.
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Stamos, Michael Z.
Allianz Global Investors
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7.
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Stamos, Michael Z.
Allianz Global Investors
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8.
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Herold, Ulf
Metzler Investment GmbH Maurer, Raimond
Goethe University Frankfurt - Finance Department Stamos, Michael Z.
Allianz Global Investors Vo, Huy Thanh
Goethe University Frankfurt, Finance Department
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shortfall risk, total return strategies, portfolio insurance, rainbow options
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9.
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Horneff, Wolfram J.
Goethe University Frankfurt - Department of Finance Maurer, Raimond
Goethe University Frankfurt - Finance Department Stamos, Michael Z.
Allianz Global Investors
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16 Jun 06
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Last Revised:
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25 Jul 08
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Household Finance, Dynamic Consumption and Portfolio Choice, Life-Cycle Theory, Life Annuities, Real Option
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