Ivica Dus
Personal Details
First Name: Ivica
Middle Name:
Last Name: Dus
Suffix:
RePEc Short-ID: pdu46
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Homepage:
Postal Address:
Phone:
Affiliation
- Fachbereich Wirtschaftswissenschaft
Goethe Universität Frankfurt am Main - Location: Frankfurt am Main, Germany
Homepage: http://www.wiwi.uni-frankfurt.de/
Email:
Phone: 069-798-1
Fax: 069-798-35000
Postal: Grüneburgplatz 1, 60323 Frankfurt
Handle: RePEc:edi:fwffmde (more details at EDIRC)
Works
Working papers
- Wolfram Horneff & Raimond Maurer & Olivia Mitchell & Ivica Dus, 2006.
"Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion,"
Working Papers
wp124, University of Michigan, Michigan Retirement Research Center.
- 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.
- 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.
- 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.
- Albrecht, Peter & Dus, Ivica & Maurer, Raimond & Ruckpaul, Ulla, 2002. "Cost Average-Effekt: Fakt oder Mythos?," Sonderforschungsbereich 504 Publications 02-51, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
Articles
- Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Dus, Ivica, 2008. "Following the rules: Integrating asset allocation and annuitization in retirement portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 396-408, February.
NEP Fields
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-FIN: Finance (3) 2005-02-13 2005-04-24 2006-08-12. Author is listed
- NEP-FMK: Financial Markets (1) 2006-08-12
- NEP-HEA: Health Economics (1) 2005-04-24
- NEP-IAS: Insurance Economics (2) 2005-02-13 2005-04-24. Author is listed
- NEP-RMG: Risk Management (1) 2002-12-17
- NEP-UPT: Utility Models & Prospect Theory (2) 2006-08-12 2007-03-03. Author is listed
Statistics
Most cited item
- Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Dus, Ivica, 2008. "Following the rules: Integrating asset allocation and annuitization in retirement portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 396-408, February.
Most downloaded item (past 12 months)
- Wolfram Horneff & Raimond Maurer & Olivia Mitchell & Ivica Dus, 2006. "Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion," Working Papers wp124, University of Michigan, Michigan Retirement Research Center.
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Co-authorship network on CollEc
Corrections
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