André Meyer-Wehmann

Goethe University Frankfurt

Faculty of Economics and Business

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

141

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Dynamic Asset Allocation with Relative Wealth Concerns in Incomplete Markets

Number of pages: 42 Posted: 24 May 2019 Last Revised: 17 Dec 2019
Holger Kraft, André Meyer-Wehmann and Frank Thomas Seifried
Goethe University Frankfurt, Goethe University Frankfurt and University of Trier
Downloads 88 (323,529)
Citation 2

Abstract:

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Portfolio Choice, Social Preferences, Fund Manager, Growth Optimal Portfolio, Stochastic Differential Game, Verification Theorem, Incomplete Markets, Stochastic Opportunity Set

When Should Retirees Tap Their Home Equity?

Number of pages: 50 Posted: 08 Sep 2020
Christoph Hambel, Holger Kraft and André Meyer-Wehmann
Goethe University Frankfurt, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 29 (543,664)

Abstract:

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reverse mortgage, consumption-portfolio decisions, optimal stopping, bio-metric risks, financial disasters

When Should Retirees Tap Their Home Equity?

SAFE Working Paper No. 293
Number of pages: 52 Posted: 28 Oct 2020
Christoph Hambel, Holger Kraft and André Meyer-Wehmann
Goethe University Frankfurt, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 24 (576,234)

Abstract:

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reverse mortgage, consumption-portfolio decisions, optimal stopping, biometric risks, financial disasters