2010 |
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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
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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),
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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
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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
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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
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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
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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
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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
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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
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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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