Joachim Inkmann

University of Melbourne - Department of Finance

Senior Lecturer

Level 12, 198 Berkeley Street

University of Melbourne, Victoria 3010

Australia

http://orcid.org/0000-0002-5526-7648

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

  • University of Melbourne - Department of Finance

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    • Tel: 0061 3 9035 8177
SCHOLARLY PAPERS

12

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11

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194

Scholarly Papers (12)

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1.

Optimal Hedging of the Currency Exchange Risk Exposure of Dynamically Balanced Strategic Asset Allocations

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Citation 1

Optimal Hedging of the Currency Exchange Risk Exposure of Dynamically Balanced Strategic Asset Allocations

Number of pages: 29 Posted: 04 Mar 2002
Nikolaus Hautsch and Joachim Inkmann
University of Vienna - Department of Statistics and Operations Research and University of Melbourne - Department of Finance
Downloads 902 (24,949)
Citation 1

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Currency overlay management, optimal hedging, rebalancing, fixed-mix, DCC-GARCH

Optimal Hedging of the Currency Exchange Risk Exposure of Dynamically Balanced Strategic Asset Allocations

Journal of Asset Management, Vol. 4, No. 3, pp. 173-198, September 2003
Posted: 01 Nov 2008
Nikolaus Hautsch and Joachim Inkmann
University of Vienna - Department of Statistics and Operations Research and University of Melbourne - Department of Finance

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Currency overlay management, optimal hedging, rebalancing, fixed-mix, DCC-GARCH

2.

How Deep is the Annuity Market Participation Puzzle?

Downloads 177 (170,950)
Citation 55

How Deep is the Annuity Market Participation Puzzle?

EFA 2008 Athens Meetings Paper
Number of pages: 45 Posted: 03 Mar 2008
Paula Lopes, Alexander Michaelides and Joachim Inkmann
Financial Markets Group, LSE, Imperial College Business School and University of Melbourne - Department of Finance
Downloads 130 (221,714)

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Annuities, portfolio choice, bequest motive

How Deep is the Annuity Market Participation Puzzle?

Netspar Discussion Paper No. 07/2010-039
Number of pages: 58 Posted: 14 Nov 2010
Joachim Inkmann, Paula Lopes and Alexander Michaelides
University of Melbourne - Department of Finance, Financial Markets Group, LSE and Imperial College Business School
Downloads 42 (428,236)
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Annuities, Portfolio Choice, Life Insurance, Bequest Motive

How Deep is the Annuity Market Participation Puzzle?

CEPR Discussion Paper No. DP7940
Number of pages: 59 Posted: 28 Jul 2010
Joachim Inkmann, Paula Lopes and Alexander Michaelides
University of Melbourne - Department of Finance, Financial Markets Group, LSE and Imperial College Business School
Downloads 5 (647,482)
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Annuities, bequest motive, life insurance, portfolio choice

3.

The Term Structure of Funding Spreads

Number of pages: 40 Posted: 11 Feb 2009
Joachim Inkmann and David P. Blake
University of Melbourne - Department of Finance and City University London - Cass Business School
Downloads 118 (237,767)
Citation 2

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term structure, funding risk, funding spread, asset-liability management

4.

Inverse Probability Weighted Generalised Empirical Likelihood Estimators: Firm Size and R&D Revisited

CentER Discussion Paper Series No. 2005-131
Number of pages: 23 Posted: 17 Jan 2006
Joachim Inkmann
University of Melbourne - Department of Finance
Downloads 115 (242,245)
Citation 1

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research and development, generalised emperical likelihood, inverse probability weighting, propensity score, conditional independence, missing at random, selection, attrition

5.

Assessing the Demand for Annuities in an Undeveloped Market: Evidence from Hong Kong

Netspar Discussion Paper No. 07/2016-023
Number of pages: 38 Posted: 20 Jul 2016
Kee-Lee Chou, Joachim Inkmann, Hans van Kippersluis and Wai Sum Chan
The Hong Kong Institute of Education - Department of Asian and Policy Studies, University of Melbourne - Department of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 72 (326,559)
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Annuity, Pension, Demand, Undeveloped Market, Hong Kong

6.

Can the Life Insurance Market Provide Evidence for a Bequest Motive?

Downloads 62 (353,415)
Citation 13

Can the Life Insurance Market Provide Evidence for a Bequest Motive?

Netspar Discussion Paper No. 07/2010-027, 23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 46 Posted: 04 Aug 2010 Last Revised: 13 Aug 2010
Joachim Inkmann and Alexander Michaelides
University of Melbourne - Department of Finance and Imperial College Business School
Downloads 62 (358,197)
Citation 3

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Portfolio Choice, Life Insurance, Bequest Motive

Can the Life Insurance Market Provide Evidence for a Bequest Motive?

Journal of Risk and Insurance, Vol. 79, Issue 3, pp. 671-695, 2012
Number of pages: 25 Posted: 23 Aug 2012
Joachim Inkmann and Alexander Michaelides
University of Melbourne - Department of Finance and Imperial College Business School
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7.

Young and Out in Germany: On the Youths' Chances of Labor Market Entrance in Germany

NBER Working Paper No. w6212
Number of pages: 50 Posted: 10 Jun 2000 Last Revised: 24 Jun 2010
Wolfgang Franz, Joachim Inkmann, Winfried Pohlmeier and Volker Zimmermann
Centre for European Economic Research (ZEW), University of Melbourne - Department of Finance, University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 29 (475,698)
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8.

Life-Cycle Patterns in the Design and Adoption of Default Funds in DC Pension Plans

Netspar Discussion Paper No. 10/2014-102
Number of pages: 30 Posted: 05 Jan 2016
Joachim Inkmann and Zhen Shi
University of Melbourne - Department of Finance and University of Melbourne
Downloads 15 (555,366)

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Pension plan, default fund, defined contribution, life-cycle portfolio choice

9.

Time-Varying Background Risk Over the Great Recession

Number of pages: 29 Posted: 01 Aug 2019
James Brugler, Joachim Inkmann and Adrian Rizzo
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne, Department of Finance, Students
Downloads 8 (599,698)

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Household Finance, Background Risk, Great Recession

10.

Estimating Firm Size Elasticities of Product and Process R&D

Economica, Vol. 77, Issue 306, pp. 384-402, April 2010
Number of pages: 19 Posted: 02 Mar 2010
Joachim Inkmann
University of Melbourne - Department of Finance
Downloads 3 (634,649)
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11.

Managing Financially Distressed Pension Plans in the Interest of Beneficiaries

Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 539-565, 2017
Number of pages: 27 Posted: 15 May 2017
Joachim Inkmann, David P. Blake and Zhen Shi
University of Melbourne - Department of Finance, City University London - Cass Business School and University of Melbourne
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12.

Parametric Portfolio Policies in the Surplus Consumption Ratio

International Review of Finance, Vol. 15, Issue 2, pp. 257-282, 2015
Number of pages: 26 Posted: 03 Jun 2015
Joachim Inkmann and Zhen Shi
University of Melbourne - Department of Finance and University of Melbourne
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