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

11

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1,727

SSRN CITATIONS
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Top 18,906

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53

CROSSREF CITATIONS

2

Scholarly Papers (11)

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 576 (67,549)

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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 7 (869,966)

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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 279 (155,992)
Citation 5

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

3.

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, Leibniz Institute for Financial Research SAFE and Goethe University Frankfurt - Finance Department
Downloads 182 (233,350)

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

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 128 (311,417)
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 Last Revised: 29 Jul 2022
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 34 (630,649)
Citation 2

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5.

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 145 (283,221)
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 ScienceGoethe University Frankfurt - Department of Finance
Downloads 96 (380,826)
Citation 22

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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 2022
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 ScienceGoethe University Frankfurt - Department of Finance
Downloads 14 (794,143)

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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 96 (380,702)

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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: 27 Aug 2022
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 10 (836,070)

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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 71 (456,311)

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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 2022
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 1 (953,329)
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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 52 (533,092)
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: 26 Sep 2022
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 5 (893,984)

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10.

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 24 (683,050)

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

11.

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: 04 Sep 2022
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 (837,260)

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