NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Raimond Maurer

Working Papers and Chapters

June 2009Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
with Jingjing Chai, Wolfram Horneff, Olivia S. Mitchell: w15079
September 2008Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints
with Olivia S. Mitchell, Ralph Rogalla: w14332
June 2008Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
with Wolfram J. Horneff, Olivia S. Mitchell, Michael Z. Stamos: w14055
February 2007Money in Motion: Dynamic Portfolio Choice in Retirement
with Wolfram J. Horneff, Olivia S. Mitchell, Michael Z. Stamos: w12942
July 2006Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion
with Wolfram J. Horneff, Olivia S. Mitchell, Ivica Dus: w12392
April 2005Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities
with Ivica Dus, Olivia S. Mitchell: w11271

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