Ruth Kümmerle

WHU - Otto Beisheim School of Management

Burgplatz 2

Vallendar, 56179

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

315

TOTAL CITATIONS

1

Scholarly Papers (3)

1.

Portfolio Optimization with Illiquid Life Insurance Investments

Number of pages: 36 Posted: 01 Nov 2014 Last Revised: 05 Mar 2016
Ruth Kümmerle and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 227 (276,329)
Citation 1

Abstract:

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asset allocation, portfolio optimization, illiquid investments, life insurance

2.

Investment Strategies with Illiquid Life Insurance Investment and Intergenerational Return Smoothing

Number of pages: 31 Posted: 07 Mar 2016
Ruth Kümmerle and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 88 (591,908)

Abstract:

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illiquidity, life insurance, portfolio optimization, return smoothing

3.

The Illiquidity Discount of Life Insurance Investments

Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 105, Issue 3, 2016
Posted: 07 Mar 2016 Last Revised: 07 Nov 2016
Ruth Kümmerle and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management

Abstract:

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illiquidity, life insurance, CRRA, portfolio optimization