How unobservable bond positions in retirement accounts affect asset allocation

DOI10.1007/S00291-008-0155-2zbMath1232.91733OpenAlexW2090444136MaRDI QIDQ626630

Marcel Marekwica, Raimond H. Maurer

Publication date: 18 February 2011

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hebis:30-43631

zbMATH Keywords

tax-deferred accountsasset allocationasset locationtax exempt accounts

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)

Cites Work

• Capital Market Equilibrium with Personal Tax
• Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle? *

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