Author Page for Wolfram J. Horneff

Money in Motion: Dynamic Portfolio Choice in Retirement

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Citation 3

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Money in Motion: Dynamic Portfolio Choice in Retirement

Pension Research Council Working Paper No. 2007-7, Michigan Retirement Research Center Research Paper No. WP 2007-152, 20th Australasian Finance & Banking Conference 2007 Paper

Number of pages: 34 Posted: 15 Feb 2007

Wolfram J. Horneff, Raimond Maurer, Olivia S. Mitchell and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and Allianz Global Investors

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Citation 3

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Money in Motion: Dynamic Portfolio Choice in Retirement

NBER Working Paper No. w12942

Number of pages: 32 Posted: 24 Feb 2007

Wolfram J. Horneff, Raimond Maurer, Olivia S. Mitchell and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and Allianz Global Investors

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Abstract:

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Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts

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Citation 14

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Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts

Pension Research Council WP 2009-04

Number of pages: 33 Posted: 28 May 2009 Last Revised: 26 Nov 2011

Jingjing Chai, Wolfram J. Horneff, Raimond Maurer and Olivia S. Mitchell

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School

Downloads 88 (301,117)

Citation 7

Abstract:

Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts

Michigan Retirement Research Center Research Paper No. 2009-204

Number of pages: 34 Posted: 24 Sep 2009

Jingjing Chai, Wolfram J. Horneff, Raimond Maurer and Olivia S. Mitchell

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School

Downloads 70 (345,607)

Citation 7

Abstract:

Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts

NBER Working Paper No. w15079

Number of pages: 33 Posted: 16 Jun 2009 Last Revised: 15 Sep 2010

Jingjing Chai, Wolfram J. Horneff, Raimond Maurer and Olivia S. Mitchell

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School

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Abstract:

3.

Deferred Annuities and Strategic Asset Allocation

Michigan Retirement Research Center Research Paper No. 2008-178

Number of pages: 28 Posted: 20 Oct 2008

Wolfram J. Horneff and Raimond Maurer

Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Finance Department

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Citation 4

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4.

Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion

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Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion

NBER Working Paper No. w12392

Number of pages: 29 Posted: 03 Aug 2006 Last Revised: 25 May 2007

Wolfram J. Horneff, Raimond Maurer, Olivia S. Mitchell and Ivica Dus

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and University of Frankfurt

Downloads 118 (246,152)

Abstract:

Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion

Pension Research Council (PRC) Working Paper

Posted: 17 Jul 2006

Wolfram J. Horneff, Olivia S. Mitchell, Raimond Maurer and Ivica Dus

Goethe University Frankfurt - Department of Finance, University of Pennsylvania - The Wharton School, Goethe University Frankfurt - Finance Department and University of Frankfurt

Abstract:

Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion

Michigan Retirement Research Center Research Paper No. WP 2006-124

Posted: 19 Feb 2008

Wolfram J. Horneff, Raimond Maurer, Olivia S. Mitchell and Ivica Dus

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and University of Frankfurt

Abstract:

5.

Asset Allocation and Location Over the Life Cycle with Survival-Contingent Payouts

NBER Working Paper No. w14055

Number of pages: 31 Posted: 09 Jun 2008 Last Revised: 10 Jun 2008

Wolfram J. Horneff, Raimond Maurer, Olivia S. Mitchell and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and Allianz Global Investors

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Citation 2

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6.

Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities

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Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities

Journal of Risk & Insurance, Vol. 75, Issue 4, pp. 1019-1038, December 2008

Number of pages: 20 Posted: 07 Nov 2008

Wolfram J. Horneff, Raimond Maurer and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and Allianz Global Investors

Downloads 2 (694,318)

Citation 2

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Abstract:

Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities

Posted: 10 Mar 2006 Last Revised: 25 Jul 2008

Wolfram J. Horneff, Raimond Maurer and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and Allianz Global Investors

Abstract:

Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities

Journal of Risk and Insurance, 2007

Posted: 25 Oct 2007

Wolfram J. Horneff, Raimond Maurer and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and Allianz Global Investors

Abstract:

7.

Variable Payout Annuities and Dynamic Portfolio Choice in Retirement

Journal of Pension Economics and Finance, 2009

Posted: 31 Mar 2009

Wolfram J. Horneff, Raimond Maurer, Olivia S. Mitchell and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and Allianz Global Investors

Abstract:

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Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?

Michigan Retirement Research Center Research Paper No. WP 2006-146

Posted: 21 Feb 2008

Wolfram J. Horneff, Raimond Maurer and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and Allianz Global Investors

Abstract:

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Life-Cycle Asset Allocation with Annuity Markets

Journal of Economic Dynamics and Control, Volume 32, Issue 11, November 2008, Pages 3590–3612

Posted: 16 Jun 2006 Last Revised: 10 Dec 2015

Wolfram J. Horneff, Raimond Maurer and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and Allianz Global Investors

Wolfram J. Horneff

Goethe University Frankfurt - Department of Finance

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Scholarly Papers (9)

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Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities

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