Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk
dc.contributor.author | Maurer, Raimond H | |
dc.contributor.author | Schlag, Christian | |
dc.contributor.author | Stamos, Michael Z | |
dc.date | 2023-05-17T22:22:57.000 | |
dc.date.accessioned | 2023-05-23T00:29:57Z | |
dc.date.available | 2023-05-23T00:29:57Z | |
dc.date.issued | 2007-10-01 | |
dc.date.submitted | 2019-08-08T14:35:47-07:00 | |
dc.description.abstract | Defined Contribution Plans | |
dc.description.statementofresponsibility | This research was conducted with support from the German Research Foundation (DFG) and the German Investment and Asset Management Association (BVI). Opinions and errors are solely those of the author and not of the institutions with whom the authors are affiliated. © 2007 R.H. Maurer, C. Schlag, and M.Z. Stamos. All Rights Reserved. All findings, interpretations, and conclusions of this paper represent the views of the author(s) and not those of the Wharton School or the Pension Research Council. | |
dc.identifier.uri | https://repository.upenn.edu/handle/20.500.14332/43666 | |
dc.legacy.articleid | 1261 | |
dc.legacy.fulltexturl | https://repository.upenn.edu/cgi/viewcontent.cgi?article=1261&context=prc_papers&unstamped=1 | |
dc.rights | © 2008 Pension Research Council of the Wharton School of the University of Pennsylvania. All rights reserved. | |
dc.source.issue | 260 | |
dc.source.issue | WP2008-01 | |
dc.source.journal | Wharton Pension Research Council Working Papers | |
dc.source.status | published | |
dc.subject.classification | E21 G11 G23 | |
dc.subject.other | Optimal Portfolio Choice | |
dc.subject.other | Life-Cycle Asset Allocation | |
dc.subject.other | Economics | |
dc.title | Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk | |
dc.type | Working Paper | |
digcom.contributor.author | isAuthorOfPublication|email:RMAURER@WIWI.UNI-FRANKFURT.DE|institution:Goethe University|Maurer, Raimond H | |
digcom.contributor.author | isAuthorOfPublication|email:schlag@finance.uni-frankfurt.de|institution:Goethe University|Schlag, Christian | |
digcom.contributor.author | isAuthorOfPublication|email:stamos@finance.uni-frankfurt.de|institution:Goethe University|Stamos, Michael Z | |
digcom.identifier | prc_papers/260 | |
digcom.identifier.contextkey | 15084316 | |
digcom.identifier.submissionpath | prc_papers/260 | |
digcom.type | workingpaper | |
dspace.entity.type | Publication | |
relation.isAuthorOfPublication | dfe22ef5-c6ac-46e5-ab0c-198b701595f4 | |
relation.isAuthorOfPublication | 45fd1ceb-2500-4a6e-9ee0-077f95185aea | |
relation.isAuthorOfPublication | 461086b0-e110-41cd-b43c-d5060703841d | |
relation.isAuthorOfPublication.latestForDiscovery | dfe22ef5-c6ac-46e5-ab0c-198b701595f4 | |
upenn.schoolDepartmentCenter | Wharton Pension Research Council Working Papers |
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