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

SCHOLARLY PAPERS

11

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CITATIONS
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35

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 869 (21,266)
Citation 2

Abstract:

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

Abstract:

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

2.
Downloads 168 (150,340)
Citation 16

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 124 (193,916)
Citation 16

Abstract:

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 39 (375,716)
Citation 16

Abstract:

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 (551,592)
Citation 16
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Abstract:

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 - The Pensions Institute
Downloads 115 (201,884)
Citation 1

Abstract:

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 99 (211,243)

Abstract:

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

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 56 (320,302)
Citation 2

Abstract:

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
Downloads 0
Citation 2
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Abstract:

6.

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
Centre for European Economic Research (ZEW), University of Melbourne - Department of Finance, University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) and Centre for European Economic Research (ZEW) - International Finance and Financial Management
Downloads 23 (420,833)
Citation 13

Abstract:

7.

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 (536,868)
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Abstract:

8.

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 - The Pensions Institute and University of Melbourne
Downloads 0 (554,180)
Citation 1
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Abstract:

9.

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 0 (371,574)

Abstract:

Annuity, Pension, Demand, Undeveloped Market, Hong Kong

10.

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 0 (493,203)

Abstract:

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

11.

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
Downloads 0 (568,424)
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Abstract: