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

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 5,843

in Total Papers Citations

132

CROSSREF CITATIONS

182

Scholarly Papers (11)

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 948 (46,215)
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.
Downloads 260 (220,678)
Citation 93

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 165 (335,784)

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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 90 (533,239)
Citation 2

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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 (1,156,513)
Citation 20
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Annuities, bequest motive, life insurance, portfolio choice

3.

When Does Intra-Household Risk Sharing Matter for Life-Cycle Portfolio Choice?

Number of pages: 51 Posted: 18 Nov 2021 Last Revised: 18 Apr 2024
Joachim Inkmann, Alexander Michaelides and Yuxin Zhang
University of Melbourne - Department of Finance, Imperial College Business School and University of Nottingham, Ningbo
Downloads 238 (240,883)

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Intra-household risk sharing, Collective life-cycle portfolio choice

4.

Estimating background risk hedging demands from cross-sectional data

Number of pages: 41 Posted: 01 Aug 2019 Last Revised: 07 Mar 2024
James Brugler, Joachim Inkmann and Adrian Rizzo
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and Australian Bureau of Statistics
Downloads 163 (339,379)
Citation 1

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Household Finance, Background Risk, Great Recession

5.

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 of London
Downloads 147 (369,766)
Citation 2

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

6.

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 142 (380,038)
Citation 1

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

7.

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
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 136 (393,065)
Citation 2

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Annuity, Pension, Demand, Undeveloped Market, Hong Kong

8.

Aggregate Portfolio Choice

Number of pages: 50 Posted: 17 Sep 2020 Last Revised: 06 Mar 2024
Joachim Inkmann
University of Melbourne - Department of Finance
Downloads 101 (490,331)
Citation 1

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Dynamic portfolio choice, designing default funds, earnings risk, aggregation, GMM

9.

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 97 (503,577)
Citation 1

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Portfolio Choice, Life Insurance, Bequest Motive

10.

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 Dec 2022
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 49 (726,397)

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11.

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 38 (803,009)
Citation 1

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