Vanya Horneff

Leibniz Institute for Financial Research SAFE

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

10

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1,442

SSRN CITATIONS
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Top 19,705

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51

CROSSREF CITATIONS

2

Scholarly Papers (10)

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
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 557 (60,153)

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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: 06 Jun 2021
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 6 (762,695)

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2.

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
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and Goethe University Frankfurt - Department of Finance
Downloads 266 (141,672)
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: 41 Posted: 19 Oct 2016
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 123 (279,887)
Citation 1

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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
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 30 (577,834)
Citation 2

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4.

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
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 135 (259,861)
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
Leibniz Institute for Financial Research SAFE, 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 Science
Downloads 93 (339,615)
Citation 21

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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
Leibniz Institute for Financial Research SAFE, 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 Science
Downloads 13 (703,720)

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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
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 75 (387,546)

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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: 14 Mar 2021
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 1 (812,778)
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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
Number of pages: 40 Posted: 22 Feb 2021
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt and University of Pennsylvania - The Wharton School
Downloads 64 (422,817)

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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: 07 May 2021
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
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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
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 49 (480,716)
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?

NBER Working Paper No. w26437
Number of pages: 36 Posted: 11 Nov 2019 Last Revised: 28 Mar 2021
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 4 (779,585)
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9.

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

LawFin Working Paper No. 17
Number of pages: 40 Posted: 24 Mar 2021
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 19 (634,475)

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

10.

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 2021
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 7 (724,344)

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