Publications
You can find all Publications on the website of the Publication Database.
Link To Publication Database:
Working Papers |
Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk Raimond Maurer , Christian Schlag , Michael Stamos October 2007, Pension Research Council Working Paper, Wharton School, University of Pennsylvania |
Articles in refereed journals |
Life-Cycle Asset Allocation with Annuity Markets Wolfram Horneff , Raimond Maurer , Michael Stamos in Journal of Economic Dynamics and Control 32, 2008, S. 3590-3612 Optimal Dynamic Consumption and Portfolio Choice for Pooled Annuity Funds Michael Stamos in Insurance: Mathematics and Economics 43, 2008, S. 56-68 Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities Wolfram Horneff , Raimond Maurer , Michael Stamos in The Journal of Risk and Insurance 75, 2008, S. 1019-1038 |
Contribution to books |
Erich Gutenberg and the Theory of the Firm Reinhard H. Schmidt in: H. Albach, E. Eymann, A. Luhmer und M. Steven (2000): Theory of the Firm, Berlin: Springer Verlag, PAGE 3-39. |