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spacer home > publications > working papers > authors > wolfram j. horneff
Wolfram J. Horneff

2009
Mortality Contingent Claims: Impact of Capital Market, Income, and Interest Rate Risk
by Wolfram J. Horneff and Raimond H. Maurer
WP 2009-222, September 2009
View: AbstractKey Findings  • Download: Full Paper (PDF)
Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
by Jing Jing Chai, Wolfram J. Horneff, Raimond H. Maurer and Olivia S. Mitchell
WP 2009-204, August 2009
View: AbstractKey Findings  • Download: Full Paper (PDF)
 
2008
Deferred Annuities and Strategic Asset Allocation
by Wolfram J. Horneff and Raimond H. Maurer
WP 2008-178, August 2008
View: Abstract  • Download: Full Paper (PDF)
Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
by Wolfram J. Horneff, Raimond H. Maurer, Olivia S. Mitchell and Michael Z. Stamos
WP 2008-177, May 2008
View: Abstract  • Download: Full Paper (PDF)
 
2007
Money in Motion: Dynamic Portfolio Choice in Retirement
by Wolfram J. Horneff, Raimond H. Maurer, Olivia S. Mitchell and Michael Z. Stamos
WP 2007-152, March 2007
View: AbstractKey Findings  • Download: Full Paper (PDF)
 
2006
Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?
by Wolfram J. Horneff, Raimond H. Maurer and Michael Z. Stamos
WP 2006-146, December 2006
View: AbstractPublished Citation  • Download: Full Paper (PDF)
Optimizing the Retirement Decision: Asset Allocation, Annuitization, and Risk Aversion
by Wolfram J. Horneff, Raimond H. Maurer, Olivia S. Mitchell and Ivica Dus
WP 2006-124, July 2006
View: AbstractPublished Citation  • Download: Full Paper (PDF)