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Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money

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Author Info
 Milevsky, Moshe Arye
Ho, Kwok
Robinson, Chris
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Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

Volume (Year): 9 (1997)
Issue (Month): 1 (July)
Pages: 53-70
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Handle: RePEc:kap:rqfnac:v:9:y:1997:i:1:p:53-70

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Web page: http://springerlink.metapress.com/link.asp?id=102990

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  1. Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2005. "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities," NBER Working Papers 11271, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2003. "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans," Working Papers wp063, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
  3. Wolfram J. Horneff & Raimond Maurer & Olivia S. Mitchell & Ivica Dus, 2006. "Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion," NBER Working Papers 12392, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Erhan Bayraktar & Virginia Young, 2007. "Correspondence between lifetime minimum wealth and utility of consumption," Finance and Stochastics, Springer, vol. 11(2), pages 213-236, April. [Downloadable!] (restricted)
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