Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk

dc.contributor.authorMaurer, Raimond H
dc.contributor.authorSchlag, Christian
dc.contributor.authorStamos, Michael Z
dc.date2023-05-17T22:22:57.000
dc.date.accessioned2023-05-23T00:29:57Z
dc.date.available2023-05-23T00:29:57Z
dc.date.issued2007-10-01
dc.date.submitted2019-08-08T14:35:47-07:00
dc.description.abstractDefined Contribution Plans
dc.description.statementofresponsibilityThis 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.urihttps://repository.upenn.edu/handle/20.500.14332/43666
dc.legacy.articleid1261
dc.legacy.fulltexturlhttps://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.issue260
dc.source.issueWP2008-01
dc.source.journalWharton Pension Research Council Working Papers
dc.source.statuspublished
dc.subject.classificationE21 G11 G23
dc.subject.otherOptimal Portfolio Choice
dc.subject.otherLife-Cycle Asset Allocation
dc.subject.otherEconomics
dc.titleOptimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk
dc.typeWorking Paper
digcom.contributor.authorisAuthorOfPublication|email:RMAURER@WIWI.UNI-FRANKFURT.DE|institution:Goethe University|Maurer, Raimond H
digcom.contributor.authorisAuthorOfPublication|email:schlag@finance.uni-frankfurt.de|institution:Goethe University|Schlag, Christian
digcom.contributor.authorisAuthorOfPublication|email:stamos@finance.uni-frankfurt.de|institution:Goethe University|Stamos, Michael Z
digcom.identifierprc_papers/260
digcom.identifier.contextkey15084316
digcom.identifier.submissionpathprc_papers/260
digcom.typeworkingpaper
dspace.entity.typePublication
relation.isAuthorOfPublicationdfe22ef5-c6ac-46e5-ab0c-198b701595f4
relation.isAuthorOfPublication45fd1ceb-2500-4a6e-9ee0-077f95185aea
relation.isAuthorOfPublication461086b0-e110-41cd-b43c-d5060703841d
relation.isAuthorOfPublication.latestForDiscoverydfe22ef5-c6ac-46e5-ab0c-198b701595f4
upenn.schoolDepartmentCenterWharton Pension Research Council Working Papers
Files
Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
MaurerSchlagStamos_WP_10.24.07.pdf
Size:
325.63 KB
Format:
Adobe Portable Document Format
Collection