This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Raimond Maurer

Personal Details | Affiliation | Works
This is information that was supplied by Raimond Maurer in registering through RePEc. If you are Raimond Maurer , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Raimond
Middle Name:
Last Name: Maurer
Suffix:

RePEc Short-ID: pma377

Email:
Homepage: http://www.finance.uni-frankfurt.de/maurer/
Postal Address: Goethe-University Frankfurt/Main Faculty of Economics and Business Administration Chair of Investments, Portfolio Management and Pension Finance Prof. Dr. Raimond Maurer P.O. Box 111932 (Uni-Pf. 58) 60054 Frankfurt/Main Germany
Phone: +49 (69) 798-25227

Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Raimond Maurer & Shohreh Valiani, 2007. "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting 109, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]

  2. Ulf Herold & Raimond Maurer, 2006. "Portfolio Choice and Estimation Risk: A Comparison of Bayesian to Heuristic Approaches," Working Paper Series: Finance and Accounting 94, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]

  3. Raimond Maurer & Frank Reiner & Steffen Sebastian, 2004. "Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K," Working Paper Series: Finance and Accounting 108, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]

  4. Raimond Maurer & Frank Reiner & Ralph Rogalla, 2004. "Return and Risk of German Open-End Real Estate Funds," Working Paper Series: Finance and Accounting 114, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]

  5. Raimond Maurer, 2003. "Institutional Investors in Germany: Insurance Companies and Investment Funds," CFS Working Paper Series 2003/14, Center for Financial Studies. [Downloadable!]

  6. 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. [Downloadable!]

  7. Bugàr, Gyöngyi & Maurer, Raimond, 2001. "International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors," Sonderforschungsbereich 504 Publications 01-10, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]

  8. Albrecht, Peter & Maurer, Raimond & Ruckpaul, Ulla, 2001. "On the Risks of Stocks in the Long Run:A Probabilistic Approach Based on Measures of Shortfall Risk," Sonderforschungsbereich 504 Publications 01-12, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]

  9. Albrecht, Peter & Maurer, Raimond, 2001. "Self-Annuitization, Ruin Risk in Retirement and Asset Allocation: The Annuity Benchmark," Sonderforschungsbereich 504 Publications 01-35, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]

  10. Maurer, Raimond & Pitzer, Martin & Sebastian, Steffen, 2001. "Construction of a Transaction Based Real Estate Index for the Paris Housing Market," Sonderforschungsbereich 504 Publications 01-17, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
    Other versions:

  11. Albrecht, Peter & Maurer, Raimond, 2001. "Zum systematischen Vergleich von Rentenversicherung und Fondsentnahmeplänen unter dem Aspekt des Kapitalverzehrrisikos - der Fall nach Steuern," Sonderforschungsbereich 504 Publications 01-11, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]

  12. Elgeti, Rolf & Maurer, Raimond, 2000. "Zur Quantifizierung der Risikoprämien deutscher Versicherungsaktien im Kontext eines Multifaktorenmodells," Sonderforschungsbereich 504 Publications 00-43, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  13. Albrecht, Peter & Maurer, Raimond, 2000. "100% Aktien zur Altersvorsorge - Über die Langfristrisiken einer Aktienanlage," Sonderforschungsbereich 504 Publications 00-05, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  14. Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation Risk Analysis of European Real Estate Securities," Sonderforschungsbereich 504 Publications 00-07, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    Other versions:
    Published as:

  15. Maurer, Raimond & Mertz, Alexander, 1999. "Internationale Diversifikation von Aktien- und Anleiheportfolios aus der Perspektive deutscher Investoren," Sonderforschungsbereich 504 Publications 00-02, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  16. Adam, Michael & Maurer, Raimond, 1999. "Risk Value Analysis of Covered Short Call and Protective Put Portfolio Strategies," Sonderforschungsbereich 504 Publications 99-80, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  17. Albrecht, Peter & Maurer, Raimond, 1999. "Zur Bedeutung einer Ausfallbedrohtheit von Versicherungskontrakten - ein Beitrag zur Behavioral Insurance," Sonderforschungsbereich 504 Publications 99-76, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]

  18. Adam, Michael & Maurer, Raimond, 1999. "An Empirical Test of Risk-Adjusted Performance of Call Option Writing and Put Option Buying Hedge-Strategies," Sonderforschungsbereich 504 Publications 99-15, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  19. Maurer, Raimond & Hoffrage, Ulrich, 1999. "An Expected Utility Approach to Probabilistic Insurance: A Comment on Wakker, Thaler and Tversky (1997)," Sonderforschungsbereich 504 Publications 99-31, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  20. Maurer, Raimond & Bugàr, Gyöngyi, 1999. "Efficient Risk Reducing Strategies by International Diversification: Evidence from a Central European Emerging Market," Sonderforschungsbereich 504 Publications 99-88, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  21. Maurer, Raimond & Sebastian, Steffen, 1998. "Immobilienfonds und Immobilienaktiengesellschaften als finanzwirtschaftliche Substitute für Immobiliendirektanlagen," Sonderforschungsbereich 504 Publications 98-55, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  22. Albrecht, Peter & Maurer, Raimond & Möller, Matthias, 1997. "Shortfall-Risiko/Excess-Chance-Entscheidungskalküle: Grundlagen und Beziehungen zum Bernoulli-Prinzip," Sonderforschungsbereich 504 Publications 97-17, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  23. Maurer, Raimond & Adam, Michael, 1997. "Analytische Evaluation des Risiko-Chance-Profils kombinierter Aktien- und Optionsstrategien," Sonderforschungsbereich 504 Publications 97-44, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  24. Maurer, Raimond, 1997. "Ertrag und Shortfall Risiko von Wertsicherungsstrategien mit Optionen unter alternativen Zielrenditen: Empirische Evidenzen für den deutschen Aktienmarkt," Sonderforschungsbereich 504 Publications 97-19, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

  25. Bugàr, Gyöngyi & Maurer, Raimond, 1997. "International Portfolio Diversification for European countries: The viewpoint of Hungarian and German investors," Sonderforschungsbereich 504 Publications 97-36, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-EEC: European Economics (1) 2003-07-10
  2. NEP-FIN: Finance (2) 2001-07-13 2001-07-13
  3. NEP-FMK: Financial Markets (1) 2001-07-13
  4. NEP-IAS: Insurance Economics (1) 2001-07-13
  5. NEP-IFN: International Finance (1) 2001-07-13
  6. NEP-RMG: Risk Management (1) 2002-12-17
Did you know? IDEAS was launched in September 1997.

This page was last updated on 2009-11-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.