Vanya Horneff

Goethe University Frankfurt - Research Center SAFE

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

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

6

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CITATIONS
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14

Scholarly Papers (6)

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

SAFE Working Paper No. 190
Number of pages: 21 Posted: 27 Nov 2017
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 494 (54,849)

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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
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 3 (649,546)
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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
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Finance Department and Goethe University Frankfurt - Department of Finance
Downloads 225 (134,064)
Citation 2

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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
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 115 (238,695)

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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
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 27 (489,595)

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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
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 94 (272,521)

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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 - Research Center 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 80 (304,089)
Citation 13

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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
Goethe University Frankfurt - Research Center 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 11 (591,563)

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6.

How Will Persistent Low Expected Returns Shape Household Economic Behavior?

NBER Working Paper No. w25133
Number of pages: 22 Posted: 08 Oct 2018
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
Downloads 3 (620,718)
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