André Meyer-Wehmann

Goethe University Frankfurt

Faculty of Economics and Business

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

360

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

When Should Retirees Tap Their Home Equity?

Number of pages: 49 Posted: 08 Sep 2020 Last Revised: 30 Mar 2022
Christoph Hambel, Holger Kraft and André Meyer-Wehmann
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 98 (388,466)

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
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 49 (562,728)

Abstract:

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

2.

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 133 (309,377)
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

3.

Endogenous Habits and Equilibrium Asset Prices

Number of pages: 49 Posted: 08 Jul 2021 Last Revised: 27 Dec 2021
Holger Kraft, André Meyer-Wehmann and Frank Thomas Seifried
Goethe University Frankfurt, Goethe University Frankfurt and University of Trier
Downloads 80 (433,535)

Abstract:

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general equilibrium, asset pricing, social preferences, dynamic game