Asset Allocation and the Liquidity Premium for Illiquid Annuities
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- 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.
- Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchel & Michael Z. Stamos, 2008. "Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts," Working Papers wp177, University of Michigan, Michigan Retirement Research Center.
- Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Stamos, Michael Z., 2010. "Variable payout annuities and dynamic portfolio choice in retirement," Journal of Pension Economics and Finance, Cambridge University Press, vol. 9(02), pages 163-183, April.
- Sutcliffe, Charles, 2015.
"Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios,"
International Review of Financial Analysis,
Elsevier, vol. 38(C), pages 163-174.
- Charles Sutcliffe, 2013. "Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios," ICMA Centre Discussion Papers in Finance icma-dp2013-06, Henley Business School, Reading University.
- Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2006. "Optimal Portfolio Choice with Annuitization," Discussion Paper 2006-78, Tilburg University, Center for Economic Research.
- Wolfram Horneff & Raimond Maurer & Olivia Mitchell & Michael Stamos, 2007.
"Money in Motion: Dynamic Portfolio Choice in Retirement,"
wp152, University of Michigan, Michigan Retirement Research Center.
- Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Stamos, Michael Z., 2007. "Money in motion: Dynamic portfolio choice in retirement," CFS Working Paper Series 2007/21, Center for Financial Studies (CFS).
- Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos, 2007. "Money in Motion: Dynamic Portfolio Choice in Retirement," NBER Working Papers 12942, National Bureau of Economic Research, Inc.
- Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos, 2008. "Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts," NBER Working Papers 14055, National Bureau of Economic Research, Inc.
- Byoung-Min Kim & Richard Widdows & Tansel Yilmazer, 2005. "The determinants of consumers’ adoption of Internet banking," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
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