Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666): Difference between revisions

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-Raimond H. Maurer
@@ Property / author: Raimond H. Maurer / rank @@
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+Raimond H. Maurer
@@ Property / author: Raimond H. Maurer / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2889746625
@@ Property / OpenAlex ID: W2889746625 / rank @@
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@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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@@ Property / cites work @@
+Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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@@ Property / cites work @@
+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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@@ Property / cites work @@
+Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits
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@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+Life-cycle asset allocation with annuity markets
@@ Property / cites work: Life-cycle asset allocation with annuity markets / rank @@
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@@ Property / cites work @@
+Financial valuation of guaranteed minimum withdrawal benefits
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+Annuitization and asset allocation
@@ Property / cites work: Annuitization and asset allocation / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:492666