Vanya Horneff

Goethe University Frankfurt - Finance Department

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

12

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2,716

SSRN CITATIONS
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SSRN RANKINGS

Top 15,112

in Total Papers Citations

90

CROSSREF CITATIONS

2

Scholarly Papers (12)

How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior

SAFE Working Paper No. 190
Number of pages: 21 Posted: 06 Nov 2019
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 599 (80,381)

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Dynamic Portfolio Choice, 401(K) Plan, Saving, Social Security Claiming Age, Retirement Income, Minimum Distribution Requirements, Tax

How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior

NBER Working Paper No. w24311
Number of pages: 19 Posted: 06 Jun 2018 Last Revised: 05 Jun 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 27 (874,102)
Citation 4

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Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account

Wharton Pension Research Council Working Paper No. 2023-01
Number of pages: 34 Posted: 12 Jan 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 434 (119,397)

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lifecycle saving, retirement plan, annuity, longevity, delayed claiming, household finance

Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account

Center for Financial Studies Working Paper No. 684, 2023
Number of pages: 36 Posted: 18 Feb 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 48 (711,639)

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lifecycle saving; retirement plan; annuity; longevity; delayed claiming; household finance

Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account

NBER Working Paper No. w30853
Number of pages: 34 Posted: 16 Jan 2023 Last Revised: 21 Apr 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 8 (1,068,003)
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3.

Efficient Parallel Solution Methods for Dynamic Portfolio Choice Models in Discrete Time

Number of pages: 28 Posted: 01 May 2018
Vanya Horneff, Raimond Maurer and Peter Schober
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and Goethe University Frankfurt - Department of Finance
Downloads 307 (176,832)
Citation 5

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Dynamic Portfolio Choice, Discrete Time Dynamic Programming, Parallelization, High Performance Computing

Putting the Pension Back in 401(K) Plans: Optimal Versus Default Longevity Income Annuities

SAFE Working Paper No. 150
Number of pages: 16 Posted: 19 Oct 2016 Last Revised: 27 Oct 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 158 (331,078)
Citation 3

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dynamic portfolio choice, longevity risk, variable annuity, retirement income

Putting the Pension Back in 401(K) Plans: Optimal Versus Default Longevity Income Annuities

NBER Working Paper No. w22717
Number of pages: 38 Posted: 10 Oct 2016 Last Revised: 27 Jan 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 54 (674,473)
Citation 2

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5.

Life-Cycle Portfolio Choice with Stock Market Loss Framing: Explaining the Empirical Evidence

Wharton Pension Research Council Working Paper No. 2022-02
Number of pages: 79 Posted: 09 Feb 2022
Arwed Ebner, Vanya Horneff and Raimond Maurer
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and Goethe University Frankfurt - Finance Department
Downloads 196 (274,101)

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Life-Cycle Model, Portfolio Choice, Household Finance, Loss Aversion, Simulated Method of Moments

Money-Back Guarantees in Individual Retirement Accounts: Still a Good Deal?

SAFE Working Paper No. 263 (2019), Wharton Pension Research Council Working Paper No. 2019-19, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 66 Posted: 23 Oct 2019 Last Revised: 12 Mar 2021
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 149 (347,683)

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individual retirement account, investment guarantee, longevity risk, retirement income, life cycle portfolio choice

Money-Back Guarantees in Individual Retirement Accounts: Still a Good Deal?

NBER Working Paper No. w26406
Number of pages: 66 Posted: 30 Oct 2019 Last Revised: 25 Feb 2023
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 39 (774,883)

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7.

Putting the Pension Back in 401(k) Retirement Plans: Optimal versus Default Longevity Income Annuities

Center for Financial Studies Working Paper No. 607
Number of pages: 43 Posted: 16 Dec 2018
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 172 (307,696)
Citation 2

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life cycle saving, household finance, annuity, longevity risk, 401(k) plan, retirement

Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection

Michigan Retirement Research Center Research Paper No. 2013-286
Number of pages: 43 Posted: 06 Aug 2013 Last Revised: 03 Sep 2013
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 120 (412,267)
Citation 14

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dynamic portfolio choice, variable annuity, retirement income

Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection

NBER Working Paper No. w19206
Number of pages: 41 Posted: 12 Jul 2013 Last Revised: 25 Jun 2023
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 27 (874,102)
Citation 12

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Do Required Minimum Distribution 401(K) Rules Matter, and for Whom? Insights from a Lifecycle Model

Wharton Pension Research Council Working Paper No. 2021-02, LawFin Working Paper No. 17
Number of pages: 41 Posted: 22 Feb 2021 Last Revised: 19 Jan 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt and University of Pennsylvania - The Wharton School
Downloads 134 (378,504)

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life cycle saving, household finance, 401(k) plan, retirement, tax policy

Do Required Minimum Distribution 401(K) Rules Matter, and for Whom? Insights from a Lifecycle Model

NBER Working Paper No. w28490
Number of pages: 40 Posted: 22 Feb 2021 Last Revised: 26 Jun 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 5 (1,104,020)

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How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?

Michigan Retirement Research Center Research Paper No. MRDRC WP 2019-398, UM19-12 , Wharton Pension Research Council Working Paper No. 2019-20
Number of pages: 36 Posted: 08 Nov 2019 Last Revised: 05 Mar 2020
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 72 (580,140)
Citation 1

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pension taxation; 401(k) plan; retirement; saving; Social Security claiming; retirement income; minimum distribution requirements; inequality

How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?

SAFE Working Paper No. 368
Number of pages: 21 Posted: 09 Dec 2022 Last Revised: 27 Oct 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 49 (705,244)
Citation 1

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pensions; taxes; 401(k) plan; retirement; Social Security claiming; inequality

How Would 401(K) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?

NBER Working Paper No. w26437
Number of pages: 36 Posted: 11 Nov 2019 Last Revised: 26 Jun 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 11 (1,037,656)

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11.

Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security Into Account

TIAA Institute Research Paper Series
Number of pages: 24 Posted: 22 Jun 2023 Last Revised: 28 Sep 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 87 (512,376)

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Household saving, personal finance, retirement plans, private pensions, social security, public pensions

12.

How Will Persistent Low Expected Returns Shape Household Economic Behavior?

NBER Working Paper No. w25133
Number of pages: 22 Posted: 08 Oct 2018 Last Revised: 05 Mar 2023
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Finance Department, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 20 (911,920)
Citation 3

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