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Published Citation

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

This MRRC working paper was subsequently published as:

"Following the Rules: Integrating Asset Allocation and Annuitization in Retirement Portfolios" by Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell, Ivaca Dus. Insurance: Mathematics and Economics 42, 2008, S. 396-408.