Konferenzen

2024

European Financial Management Association (EFMA), Lisbon (26.6.-29.6.)

  • Life-Cycle Portfolio Choice with Stock Market Loss Framing: Explaining the Empirical Evidence
    Arwed Ebner, Vanya Horneff, Raimond Maurer

19th International Longevity Risk and Capital Markets Solutions Conference, Amsterdam (16.9.-17.9.)

  • Rethinking the Annuity Puzzle: The Role of Loss Aversion and Money-Back Guarantees
    Sebastian Hallstein, Daniel Liebler, Raimond Maurer
2022

ICIR Conference on the Private and Social Insurance Implications of Demographic Change, Frankfurt am Main (14.12.-15.12.)

  • Money-Back Guarantees in Individual Retirement Accounts: Are They Still Good Policy
    Vanya Horneff, Daniel Liebler, Raimond Maurer, Olivia S. Mitchell
  • How Should Retirement Portfolios Take Social Security into Account? Incorporating Lifetime Income Payouts in Defined Contribution Plans
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell

Saving and Pension Finance in Europe, Vaduz (29.8.)

  • Money-Back Guarantees in Individual Retirement Accounts: Are They Still Good Policy
    Vanya Horneff, Daniel Liebler, Raimond Maurer, Olivia S. Mitchell
2020
82. Jahrestagung des VHB, Frankfurt am Main (17.3.- 20.3.)
  • Implications of Money-Back Guarantees for Individual Retirement Accounts: Protection Then and Now
    Vanya Horneff, Daniel Liebler, Raimond Maurer, Olivia S. Mitchell
2019
26th Annual Conference of The European Real Estate Society, Cergy-Pontoise (3.7.-6.7.)
  • The growing importance of secondary market activities for open-end real estate fund shares in Germany
    Philipp Gerlach, Raimond Maurer
12th Financial Risks International Forum, Paris (18.3.-19.3.)
  • How will persistent low expected returns shape household economic behavior?
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell
2018
World Finance Conference, Mauritius (25.7.-27.7.)
  • Putting the Pension Back in 401(k) Plans: Optimal vs Default Longevity Income Annuities
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell
5th Workshop on Sparse Grids and Applications, München (23.6.-27.6.)
  • Solving High-Dimensional Dynamic Portfolio Choice Models in Discrete Time with B-Splines on Sparse Grids
    Dirk Pflüger, Peter Schober, Julian Valentin
International Congress of Actuaries (ICA), Berlin (4.6.-8.6.)
  • Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek
  • About being accurate for the best estimate: Product designs for participating life annuities
    Sandy Bruszas, Vanya Horneff, Barbara Kaschützke, Raimond Maurer
35th Annual Conference of the French Finance Association (AFFI), Paris (22.5.- 24.5.)
  • Functional Ross Recovery: Theoretical Results and Empirical Tests
    Yannick Dillschneider, Raimond Maurer
ASSA Annual Meeting – American Economic Association, Philadelphia, (5.1.-7.1.)
  • Putting the Pension Back in 401(k) Plans: Optimal vs Default Longevity Income Annuities
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell
  • Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek
2017
44th Seminar of the European Group of Risk and Insurance Economists, London (18.9.-20.9.)
  • Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek
44th Annual European Finance Association Meeting, Mannheim (23.8.-26.8.)
  • Putting the Pension Back in 401(k) Plans: Optimal vs Default Longevity Income Annuities
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell
Annual Meeting of the American Risk and Insurance Association, Toronto (6.8.-9.8.)
  • Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek
INPARR International Research Seminar: Pension Foresight, Paris (21.6.)
  • How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell
International Conference on Pension, Insurance and Saving, Paris (23.5.-24.5.)
  • About being accurate for the best estimate: Product designs for participating life annuities
    Sandy Bruszas, Vanya Horneff, Barbara Kaschützke, Raimond Maurer
2017 Pension Research Council Symposium: Saving and Retirement in an Uncertain Financial Environment, Philadelphia (4.5.-5.5.)
  • How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell
Deutscher Verein für Versicherungswirtschaft, Jahrestagung, Berlin (15.3.-16.3.)
  • Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek
ASSA Annual Meeting - American Economic Association, Chicago (6.1.-8.1.)
  • Putting the Pension Back in 401(k) Plans: Optimal vs Default Longevity Income Annuities
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell
2016 
World Finance Conference, Dubai (14.12.-15.12.)
  • Stable Return-Based Fund Classification
    Philipp Gerlach, Raimond Maurer
Sparse Grids and Applications, Miami (4.10.-7.10.)
  • Solving Dynamic Portfolio Choice Models in Discrete Time Using Spatially Adaptive Sparse Grids
    Peter Schober
American Risk and Insurance Association - Annual Meeting, Boston (7.8.-10.8.)
  • Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum
    Olivia S. Mitchell, Raimond Maurer, Ralph Rogalla, Tatjana Schimetschek
World Finance Conference, New York City (29.7.-31.7.)
  • Efficient Parallel Solution Methods for Dynamic Portfolio Choice Models in Discrete Time
    Vanya Horneff, Raimond Maurer, Peter Schober
Symposium on Living Healthy in Old Age: Dreams, Realities and Consequences, Calgary (19.4.)
  • Will They Take the Money and Work? People’s Willingness to Delay Claiming Social Security Benefits for a Lump Sum
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek
Seminar of the Risk Theory Society, New York City (1.4.-3.4.)
  • Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum
    Olivia S. Mitchell, Raimond Maurer, Ralph Rogalla, Tatjana Schimetschek
Western Risk and Insurance Association Annual Meeting, Wailea (3.1.-6.1.)
  • Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum
    Olivia S. Mitchell, Raimond Maurer, Ralph Rogalla, Tatjana Schimetschek
American Economic Association Annual Meeting, San Francisco (3.1.-5.1.)
  • Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
2015 
International Longevity Risk and Capital Markets Solutions Conference, Lyon (8.9.-9.9.)
  • Unisex Pricing of German Participating Life Annuities – Boon or Bane for Customer and Insurance Company?
    Sandy Bruszas, Barbara Kaschützke, Raimond Maurer, Ivonne Siegelin
World Risk and Insurance Economics Congress, München (2.8.-6.8.)
  • Unisex Pricing of German Participating Life Annuities – Boon or Bane for Customer and Insurance Company?
    Sandy Bruszas, Barbara Kaschützke, Raimond Maurer, Ivonne Siegelin
European Financial Management Association Annual Meeting, Amsterdam (24.6.-27.6.)
  • Dynamic return-based classification of European mutual funds
    Philipp Gerlach, Raimond Maurer
Colloquium of the International Actuarial Association, Oslo (7.6.-10.6.)
  • Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum
    Olivia S. Mitchell, Raimond Maurer, Ralph Rogalla, Tatjana Schimetschek
13th International Workshop on Pensions, Insurance and Savings, Paris (28.5.-29.5.)
  • Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum
    Olivia S. Mitchell, Raimond Maurer, Ralph Rogalla, Tatjana Schimetschek
Pension Research Council Symposium: Implications of the New Regulatory Order for Retirement System Risk Management, Philadelphia (30.4.-1.5.)
  • Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ivonne Siegelin
Accounting and Actuarial Smoothing in Participating Life Annuities, Boston (3.1.-5.1.)
  • Accounting and Actuarial Smoothing in Participating Life Annuities
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ivonne Siegelin
 
2014 
Retirement Research Consortium Meeting, Washington D.C. (7.8.-8.8.)
  • Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum
    Olivia S. Mitchell, Raimond Maurer, Ralph Rogalla, Tatjana Schimetschek
World Finance Conference, Venedig (2.7.-4.7.)
  • Return-based classification of absolute return funds
    Philipp Gerlach, Raimond Maurer
European Financial Management Association Annual Meeting, Rom (25.6.-28.6.)
  • Return-based classification of absolute return funds
    Philipp Gerlach, Raimond Maurer
Financial Management Association European Conference, Maastricht (11.6.-13.6.)
  • Return-based classification of absolute return funds
    Philipp Gerlach, Raimond Maurer
Netspar International Pension Workshop, Amsterdam (29.1.-31.1.)
  • How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios
    Andreas Hubener, Raimond Maurer, Olivia S. Mitchell
ASSA Annual Meeting – American Economic Association, Philadelphia (3.1.-5.1.)
  • Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
2013
9th International Longevity Risk and Capital Markets Solutions Conference, Peking (6.9.-7.9.)
  • Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
    Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
2012
39th EFA Annual Meeting, Kopenhagen (15.8-18.8.)
  • Participating Payout Life Annuities - Lessons from Germany
    Ivonne Siegelin, Raimond Maurer, Ralph Rogalla
ARIA 2012 Annual Meeting, Minneapolis (5.8.-8.8.)
  • Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples
    Andreas Hubener, Raimond Maurer, Ralph Rogalla
Netspar International Pension Workshop, Paris (7.6.-8.6.)
  • Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples
    Andreas Hubener, Raimond Maurer, Ralph Rogalla
Netspar Pension Workshop, Amsterdam (25.1.-27.1.)
  • Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investmentlinked Deferred Annuities
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Vasily Kartashov
Western Risk and Insurance Association 2012 Annual Meeting, Kailua-Kona (4.1.-7.1.)
  • Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investmentlinked Deferred Annuities
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Vasily Kartashov
2011 
18th Annual Meeting of the German Finance Association, Regensburg (30.9. - 1.10.)
  • Asset allocation over the life cycle: How much do taxes matter? 
    Holger Kraft, Marcel Marekwica, Claus Munk
7th International Longevity Risk and Capital Markets Solution Conference, Frankfurt (8.9.-9.9)
  • Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples
    Andreas Hubener, Raimond Maurer, Ralph Rogalla
  • Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investmentlinked Deferred Annuities
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Vasily Kartashov
19th Triennial Conference of the International Federation of Operational Research Societies (IFORS2011), Melbourne, Australia (10.7. - 15.7.)
  • Cost Efficiency of German Mutual Fund Complexes 
    Alexander Schaefer, Raimond Maurer
XII European Workshop on Efficiency and Productivity Analysis, Verona, Italy (22.6. - 24.6.)
  • Cost Efficiency of German Mutual Fund Complexes 
    Alexander Schaefer, Raimond Maurer
Netspar International Pension Workshop, Turin, Italy (16.6. - 17.6.)
  • Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply 
    Jingjing Chai, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
2011 Pension Research Council Symposium: Reshaping Retirement Security: Lessons from the Global Financial Crisis, Philadelphia (5.5. - 6.5.)
  • Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply 
    Jingjing Chai, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
27th Meeting of the American Real Estate Society, Seattle, USA (13.4. - 16.4.)
  • Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing 
    Marcel Marekwica, Alexander Schaefer, Steffen Sebastian
2010
17th Annual Meeting of the German Finance Association (DGF), Hamburg, Germany (8.10. - 9.10.)
  • Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing 
    Marcel Marekwica, Alexander Schaefer, Steffen Sebastian
6th International Longevity Risk and Capital Markets Solutions Conference, Sydney (9.9. - 10.9.)
  • Portfolio Choice over the Life Cycle with Regime Shifts in Stock and Labor Market 
    Jingjing Chai, Raimond Maurer, Ralph Rogalla
37th Annual European Finance Association Meeting, Frankfurt am Main (25.8. - 28.8.)
  • Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing 
    Marcel Marekwica, Alexander Schaefer, Steffen Sebastian
European Finance Association Annual Meeting, Frankfurt am Main, Germany (25.8. - 28.8.)
  • Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts 
    Jingjing Chai, Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell
World Risk and Insurance Economics Congress 2010, Singapore (25.7. - 29.7.)
  • Dynamic Portfolio Choice with Deferred Annuities 
    Wolfram Horneff, Raimond Maurer, Ralph Rogalla
European Financial Management Association 2010 Annual Meeting, Aarhus (23.6. - 26.6.)
  • Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing 
    Marcel Marekwica, Alexander Schaefer, Steffen Sebastian
North American Productivity Workshop VI, Rice University, Houston (2.6. - 5.6.)
  • Cost Efficiency of German Mutual Fund Complexes 
    Alexander Schaefer, Raimond Maurer
Eastern Finance Association Annual Meeting, Miami Beach, Florida, USA (13.4. - 17.4.)
  • The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
13th Conference of the Swiss Society for Financial Market Research (SGF), Zurich (19.3. - 19.3.)
  • Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts 
    Jingjing Chai, Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell
  • Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing 
    Marcel Marekwica, Alexander Schaefer, Steffen Sebastian
International Congress of Actuaries, Kapstadt (7.3. - 12.3.)
  • Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts 
    Jingjing Chai, Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell
  • Dynamic Portfolio Choice with Deferred Annuities 
    Wolfram Horneff, Raimond Maurer, Ralph Rogalla
Netspar Pension Workshop, Amsterdam
  • Dynamic Portfolio Choice with Deferred Annuities 
    Wolfram Horneff, Raimond Maurer, Ralph Rogalla

2009
16th Annual Meeting of the German Finance Association (DGF), Frankfurt am Main (9.10. - 10.10.)
  • Utility implications of the product choice regulation during the payout phase of funded pensions 
    Vanya Horneff, Barbara Kaschützke (geb. Somova), Raimond Maurer, Ralph Rogalla
  • Dynamic Portfolio Choice with Deferred Annuities 
    Wolfram Horneff, Raimond Maurer, Ralph Rogalla
Fifth International Longevity Risk and Capital Markets Solutions Conference, New York (25.9. - 26.9.)
  • Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts 
    Jingjing Chai, Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell
Internation AFIR / LIFE Colloquium 2009, München (6.9. - 11.9.)
  • Managing Contribution Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
European Financial Management Association 2009 Annual Meeting, Milan (24.6. - 27.6.)
  • Does Size Matter? Economies of Scale in the German Mutual Fund Industry 
    Raimond Maurer, Alexander Schaefer
2009 PRC Symposium: Reorienting Retirement Risk Management, Philadelphia, PA (30.4. - 1.5.)
  • The Impact of Social Security on Defined Contribution Portfolios 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
Eastern Finance Association Annual Meeting, Washington, D.C. (29.4. - 2.5.)
  • Does Size Matter? Economies of Scale in the German Mutual Fund Industry 
    Raimond Maurer, Alexander Schaefer
  • Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
Michigan Retirement Research Center (MRRC) Workshop, Ann Arbor (3.4. - 4.4.)
  • Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts 
    Jingjing Chai, Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell
EFAMA Conference on Payout Solutions for Pension Schemes, Brussels (18.2. - 18.2.)
  • EFAMA Conference on Payout Solutions for Pension Schemes 
    Raimond Maurer, Barbara Kaschützke (geb. Somova), 

2008
21st Annual Australasian Finance and Banking Conference, Sydney (16.12. - 18.12.)
  • Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, Münster (10.10. - 11.10.)
  • Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts 
    Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell, Michael Stamos
  • Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk 
    Raimond Maurer, Christian Schlag, Michael Stamos
2008 Pension Research Council Symposium: The Future of Public Employee Retirement Systems, Philadelphia (1.5. - 2.5.)
  • Reforming the German Civil Servant Pension Plan 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
American Economic Association (AEA) Annual Meeting, New Orleans, Louisiana
  • Optimal Tax-Timing and Asset Allocation when Tax Rebates on Capital Losses are Limited 
    Marcel Marekwica

2007
20th Australasian Finance and Banking Conference, Sydney (12.12. - 14.12.)
  • Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk 
    Raimond Maurer, Christian Schlag, Michael Stamos
  • Money in Motion: Dynamic Portfolio Choice in Retirement 
    Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell, Michael Stamos
Southern Finance Association Annual Meeting 2007, Charleston, South Carolina (13.11. - 17.11.)
  • How Unobservable Bond Positions in Retirement Accounts Affect Asset Allocation 
    Marcel Marekwica, Raimond Maurer
  • Optimal Tax-Timing and Asset Allocation when Tax Rebates on Capital Losses are Limited 
    Marcel Marekwica
Jahrestagung 2007 des Vereins für Socialpolitik, München (9.10. - 12.10.)
  • How Unobservable Bond Positions in Retirement Accounts Affect Asset Allocation 
    Marcel Marekwica, Raimond Maurer
Northern Finance Association Meeting, Toronto (28.9. - 30.9.)
  • Are Bonds Desirable in Tax-Deferred Accounts? 
    Marcel Marekwica
  • Optimal Tax-Timing and Asset Allocation when Tax Rebates on Capital Losses are Limited 
    Marcel Marekwica
  • The Victory of Hope over Angst? Funding, Asset Allocation, and Risk-Taking 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
European Finance Association Annual Meeting, Ljubljana (22.8. - 25.8.)
  • How Unobservable Bond Positions in Retirement Accounts Affect Asset Allocation 
    Marcel Marekwica, Raimond Maurer
Retirement Research Consortium 9th Annual Conference, National Press Club in Washington, DC (9.8. - 10.8.)
  • Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal? 
    Wolfram Horneff, Raimond Maurer, Michael Stamos
American Risk and Insurance Annual Meeting, Quebec City, Canada (5.8. - 8.8.)
  • Money in Motion: Dynamic Portfolio Choice in Retirement 
    Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell, Michael Stamos
  • Optimal Dynamic Consumption and Portfolio Choice for Pooled Annuity Funds 
    Michael Stamos
  • Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal? 
    Wolfram Horneff, Raimond Maurer, Michael Stamos
Australian Colloquium of Superannuation Researchers, Sydney, Australien (19.7. - 20.7.)
  • Optimal Dynamic Consumption and Portfolio Choice for Pooled Annuity Funds 
    Michael Stamos
  • The Victory of Hope over Angst? Funding, Asset Allocation, and Risk-Taking 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
11th international congress on Insurance: Mathematics and Economics (IME), Piräus (10.7. - 12.7.)European Financial Management Association (EFMA), Vienna, Austria (27.6. - 30.6.)
  • Optimal Tax-Timing and Asset Allocation when Tax Rebates on Capital Losses are Limited 
    Marcel Marekwica
Advances in Portfolio Decision Making, Notre Dame, Indiana (8.6. - 10.6.)
  • Optimal Tax-Timing and Asset Allocation when Tax Rebates on Capital Losses are Limited 
    Marcel Marekwica
40th Meeting of the Euro Working Group on Financial Modelling (EWGFM), Rotterdam (10.5. - 12.5.)
  • Optimal Tax-Timing and Asset Allocation when Tax Rebates on Capital Losses are Limited 
    Marcel Marekwica
Eastern Finance Association - 43rd Annual Meeting, New Orleans, Louisiana (18.4. - 21.4.)
  • Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal? 
    Wolfram Horneff, Raimond Maurer, Michael Stamos
Michigan Retirement Research Center (MRRC) Workshop, Ann Arbor (1.4.)
  • Money in Motion: Dynamic Portfolio Choice in Retirement 
    Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell, Michael Stamos
10th Conference of the Swiss Society for Financial Market Research, Zürich (30.3. - 30.3.)Netspar Annual Confernce 2007 (DNB/Netspar/IOPS): Frontiers in Pension Finance and Reform, Amsterdam (22.3. - 23.3.)
  • The Victory of Hope over Angst? Funding, Asset Allocation, and Risk-Taking 
    Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
Netspar Pension Workshop, Amsterdam

2006
Australasian Finance and Banking Conference, Sydney (13.12. - 15.12.)Southern Finance Association Annual Meeting 2006, Destin, FL, USA (15.11. - 18.11.)European Financial Management Association (EFMA), Universidad Complutense, Madrid, Spain (28.6. - 1.7.)
  • Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal? 
    Wolfram Horneff, Raimond Maurer, Michael Stamos
  • Implications of Optimal Investment Policies for Hybrid Pension Plans: Sponsor and Member Perspectives 
    Peter Albrecht, Joachim Coche, Raimond Maurer, Ralph Rogalla
Global Finance Conference, Rio de Janeiro (26.4. - 28.4.)
  • Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal? 
    Wolfram Horneff, Raimond Maurer, Michael Stamos
  • Implications of Optimal Investment Policies for Hybrid Pension Plans: Sponsor and Member Perspectives 
    Peter Albrecht, Joachim Coche, Raimond Maurer, Ralph Rogalla
42nd Annual Eastern Finance Conference, Philadelphia, USA (19.4. - 22.4.)
  • Implications of Optimal Investment Policies for Hybrid Pension Plans: Sponsor and Member Perspectives 
    Peter Albrecht, Joachim Coche, Raimond Maurer, Ralph Rogalla

2005
18th Annual Australasian Finance and Banking Conference, Sydney (14.12. - 16.12.)
  • Optimal Investment Policies for Hybrid Pension Plans and their Cost Implications 
    Peter Albrecht, Joachim Coche, Raimond Maurer, Ralph Rogalla
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, Augsburg (7.10. - 8.10.)
  • Implications of Optimal Investment Policies for Hybrid Pension Plans: Sponsor and Member Perspectives 
    Peter Albrecht, Joachim Coche, Raimond Maurer, Ralph Rogalla
14th Annual AREUEA International Conference, Los Cabos, Mexiko (3.8. - 5.8.)
  • Return and risk of German open-end real estate funds 
    Raimond Maurer, Frank Reiner, Ralph Rogalla
CEBR/CESifo Conference on Pension Reform, Kopenhagen (11.6. - 12.6.)
  • Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans 
    Ivica Dus, Raimond Maurer, Olivia S. Mitchell
2005 Pension Research Council Symposium: The Evolution of Risk and Reward Sharing in Retirement, Philadelphia, USA (25.4. - 26.4.)
  • Optimal Investment Strategies for Hybrid Pension Plans - Analyzing the Perspective of Sponsors and Members 
    Peter Albrecht, Joachim Coche, Raimond Maurer, Ralph Rogalla

2004
17th Annual Australasian Finance and Banking Conference, Sydney (15.12. - 17.12.)
  • Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans 
    Ivica Dus, Raimond Maurer, Olivia S. Mitchell
14th Annual International AFIR Colloquium 2004, Boston (7.11. - 11.11.)
  • Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans 
    Ivica Dus, Raimond Maurer, Olivia S. Mitchell
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, Tübingen (1.10. - 2.10.)
  • Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans 
    Ivica Dus, Raimond Maurer, Olivia S. Mitchell
  • Rendite- und Risikoprofile von Investmentfondsentnahmeplänen, Ein Vergleich alternativer Produkte der privaten Alterssicherung 
    Raimond Maurer
11th Annual Conference of the Multinational Finance Society, Istanbul (Turkey) (3.7. - 8.6.)AFIR-Tagung, Dresden (29.4.)
  • Strategische Asset Allocation und Schätzrisiken 
    Ulf Herold
2nd EIR-Conference "Pensions and Long-Run Investments", Paris (2.4.)
  • Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans 
    Ivica Dus, Raimond Maurer, Olivia S. Mitchell
American Economic Association, San Diego / USA
  • Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans 
    Ivica Dus, Raimond Maurer, Olivia S. Mitchell

2003
Deutscher Investment-Hochschultag, Frankfurt (28.11. - 28.11.)
  • Sinnvolles Entsparen: Investmentfonds-Entnahmepläne versus Private Leibrenten 
    Raimond Maurer
Euroforum Konferenz, Immobilienstrategien für Versicherungen, Köln (26.11. - 27.11.)
  • Immobilienanlagen im Rahmen der Asset-Allocation 
    Raimond Maurer
10th Annual Meeting of the Deutsche Gesellschaft für Finanzwirtschaft, Mainz, Germany (10.10. - 11.10.)
  • Risk and Return Characteristics of Commercial Real Estate Returns 
    Raimond Maurer, Frank Reiner, Steffen Sebastian
Inquire, Cambridge, UK (21.9. - 23.9.)
  • Estimation risk and return predictability 
    Ulf Herold
European Finance Association, Glasgow (20.8. - 24.8.)
  • How much foreign stocks? Classical versus Bayesian Approaches to Asset Allocation 
    Ulf Herold, Raimond Maurer
10th Global Finance Conference, Frankfurt (15.6. - 17.6.)
  • Transaction Based Real Estate Indexes 
    Raimond Maurer, Martin Pitzer, Steffen Sebastian
10th European Real Estate Society Conference, Helsinki (10.6. - 13.6.)
  • Financial Characteristics of German Real Estate Investment Funds 
    Raimond Maurer, Frank Reiner, Ralph Rogalla
Jahrestagung Portfoliomanagement des Uhlenbruch Verlags, Frankfurt/Main (13.5. - 14.5.)
  • Ermittlung des Credit-Anteils in Bond-Portfolios 
    Ulf Herold
19th Annual Meeting of the American Real Estate Society, Monterey, USA (2.4. - 5.4.)
  • The statistical Properties of International Commercial Real Estate Returns: Evidence from the U.K., the USA, and Germany 
    Raimond Maurer, Frank Reiner, Steffen Sebastian
European Asset Management Congress, Frankfurt am Main (1.4. - 1.4.)
  • Optimal Asset Allocation for Mutual Fund Withdrawal Plans 
    Raimond Maurer
ERI / CfS Conference on Pensions and Long Run Investments, Frankfurt (20.3. - 20.3.)
  • Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform 
    Raimond Maurer, Christian Schlag

2002
International Conference on Applied Statistics, Actuarial Science and Financial Mathematics, Hong Kong (17.12. - 19.12.)
  • Return and Shortfall Risks of Fixed and Variable Self-Annuitzation Strategies 
    Ivica Dus, Raimond Maurer
Annual Conference of the Pension Research Council, Wharton School (22.4. - 23.4.)
  • Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform 
    Raimond Maurer, Christian Schlag
Euroforum Konferenz zu Immobilien-Spezialfonds, Frankfurt
  • Immobilienanlagen im Rahmen der Asset-Allocation 
    Raimond Maurer
Annual Meeting of the European Investment Review, London
  • Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform 
    Raimond Maurer, Christian Schlag
18th Annual Meeting of the American Real Estate Society, Naples, USA
  • International Asset Allocation with Real Estate Securities in a Shortfall Risk Framework: The Viewpoint of German and U.S. Investors 
    Raimond Maurer, Frank Reiner

2001
11 th AFIR International Colloquium, Toronto (6.9. - 7.9.)
  • The Risk of Stocks in the Long Run: Unconditional vs. Conditional Shortfall 
    Raimond Maurer, Peter Albrecht
  • A Multiple Factor Model for European Stocks 
    Raimond Maurer, Thomas G. Stephan
  • Self-Annuitization, Ruin Risk in Retirement and Asset Allocation: The Annuity Benchmark 
    Raimond Maurer
  • Comparison of Time Series and Interest Models in Forecast of the German Inflation Rate 
    Raimond Maurer
8th Conference of the European Real Estate Society, Alicante, Spain (27.6. - 29.6.)
  • A Transaction Based Price Index for the Paris Housing Market Using the Box/Cox-Transformation 
    Steffen Sebastian
  • International Asset Allocation with Real Estate Securities in a Shortfall Risk Framework: The Viewpoint of German and U.S. Investors 
    Raimond Maurer, Frank Reiner
International Conference of the American Real Estate and Urban Economics association (AREUEA), Cacun, Mexiko (6.5. - 8.5.)
  • Construction of Hedonic Index for the Paris Housing Market 
    Raimond Maurer, Martin Pitzer, Steffen Sebastian
1. Immobilien-Expertensyposium, Frankfurt.
  • Aspekte der privaten Alterssicherung: Erwartetes Versorgungsniveau und Shortfall-Risiken von Investmentfonds-Sparplänen 
    Raimond Maurer
Symposium Landeszentralbank Hessen, Frankfurt
  • Aspekte der privaten Alterssicherung: Erwartetes Versorgungsniveau und Shortfall-Risiken von Investmentfonds-Sparplänen 
    Raimond Maurer

2000
7th Conference of the European Real Estate Society, Bordeaux, France (14.6. - 16.6.)
  • Inflation Hedging versus Inflation Protection: Evidence on European Real Estate Securities 
    Raimond Maurer, Steffen Sebastian
16th Annaul Meeting of the American Real Estate Society, Santa Barbara, USA (29.3. - 1.4.)
  • Risk and Return Characteristics of Securisted Real Estate in Europe 
    Steffen Sebastian, Raimond Maurer
Tagung Gesellschaft für Operational Research, Berlin
  • Self-Annuitization, Ruin Risk in Retirement and Asset Allocation: The Annuity Benchmark 
    Raimond Maurer
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