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Optimal retirement asset decumulation strategies: the impact of housing wealth. (2007). Webb, Anthony ; Triest, Robert ; Sun, Wei.
In: Public Policy Discussion Paper.
RePEc:fip:fedbpp:07-2.

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Cited: 6

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Cites: 14

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Cocites: 31

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Coauthors: 0

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Citations received by this document

  1. New Policies for Mandatory Defined Contribution Pensions : Industrial Organization Models and Investment Products. (2010). Garcia-Huitron, Manuel ; Impavido, Gregorio ; Lasagabaster, Esperanza.
    In: World Bank Publications - Books.
    RePEc:wbk:wbpubs:2462.

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  2. New Policies for Mandatory Defined Contribution Pensions: Industrial Organization Models and Investment Products. (2010). Garcia-Huitron, Manuel ; Impavido, Gregorio ; Lasagabaster, Esperanza.
    In: IDB Publications (Books).
    RePEc:idb:idbbks:60278.

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  3. New Policies for Mandatory Defined Contribution Pensions: Industrial Organization Models and Investment Products. (2010). Garcia-Huitron, Manuel ; Impavido, Gregorio ; Lasagabaster, Esperanza.
    In: IDB Publications (Books).
    RePEc:idb:idbbks:365.

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  4. Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew.
    In: MPRA Paper.
    RePEc:pra:mprapa:33749.

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  5. The Birth of the Life Market. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew.
    In: Asia-Pacific Journal of Risk and Insurance.
    RePEc:bpj:apjrin:v:3:y:2008:i:1:n:2.

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  6. Are You Sure Youre Saving Enough for Retirement?. (2007). .
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:3:p:59-80.

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References

References cited by this document

  1. Albrecht, Peter and Raimond Maurer. 2002. Self Annuitization, Ruin Risk in Retirement and Asset Allocation: The Annuity Benchmark, Journal of Pension Economics and Finance, 1(3), 269-288.

  2. Blake, David, Andrew Cairns, and Kevin Dowd. 2003. Pensionmetrics 2: Stochastic Pension Design During the Distribution Phase, Insurance Mathematics & Economics, 33(1), 29-47.

  3. Brown, Jeffrey and James Poterba. 2000. Joint Life Annuities and Annuity Demand by Married Couples, Journal of Risk and Insurance, 67(4), 527-553.

  4. Case, Karl E. and Robert J. Shiller. 1989. The Efficiency of the Market for Single Family Homes, American Economic Review, 79(1), 125-137.

  5. Cho, Man. 1996. House Price Dynamics: A Survey of Theoretical and Empirical Issues, Journal of Housing Research, 7(2), 145-172.
    Paper not yet in RePEc: Add citation now
  6. Dus, Ivica, Raimond Maurer, and Olivia Mitchell. 2005. Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities Versus Phased Withdrawal Plans, Financial Services Review, 14(3), 169-196.

  7. Gyourko, Joseph, Christopher Mayer, and Todd Sinai. 2006. Superstar Cities, National Bureau of Economic Research, Working Paper No. 12355.

  8. Horneff, Wolfram J., Raimond Maurer, Olivia S. Mitchell, and Ivica Dus. 2006. Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion, National Bureau of Economic Research, Working Paper No. 12392.

  9. Ibottson Associates. 2006. Stocks, Bonds, Bills, and Inflation 2006 Yearbook, Chicago: Ibbotson Associates, Inc.
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  10. Mankiw, Gregory N. and David N. Weil. 1989. The Baby Boom, the Baby Bust, and the Housing Market, Regional Science and Urban Economics, 19(2), 23S-2S8.

  11. Munnell, Alicia H. and Mauricio Soto. 200S. What Replacement Rates Do Households Actually Experience in Retirement? Center for Retirement Research at Boston College, Working Paper No. 200S-10. Poterba, James M. 1984. Tax Subsidies to Owner Occupied Housing: An Asset Market Approach, Quarterly Journal of Economics, 99(4), 729-7S2.

  12. Rasmussen, David W., Isaac F Megbolugbe, and Barbara A. Morgan. 199S. Using the 1990 Public Use Microdata Sample to Estimate Potential Demand for Reverse Mortgage Products, Journal of Housing Research, 6(1), 1-23.
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  13. Shiller, Robert J. 2006. Long-Term Perspectives on the Current Boom in Home Prices, The Economists Voice, 3(4), Article 4.

  14. Walker, Lina. 2004. Elderly Households and Housing Wealth: Do They Use It or Lose It? University of Michigan, Working Paper No. 2004-01.

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  2. Income drawdown option with minimum guarantee. (2014). Gozzi, Fausto ; federico, salvatore ; di Giacinto, Marina ; Vigna, Elena.
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  3. Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase. (2013). He, Lin ; Liang, Zongxia.
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  4. Measuring the consequences of pension reform applying liquidation and longevity considerations. (2012). Hwang, Yawen ; Yang, Shuhan ; Chang, Shihchieh.
    In: Journal of Economic Policy Reform.
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  5. On the sub-optimality cost of immediate annuitization in DC pension funds. (2012). di Giacinto, Marina ; Vigna, Elena.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:20:y:2012:i:3:p:497-527.

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  6. An Actuarial Analysis of the Payout Options in Nigeria¡¯s Contributory Pension Scheme. (2012). Ajijola, Lukman ; Ibiwoye, Ade.
    In: International Journal of Business Administration.
    RePEc:jfr:ijba11:v:3:y:2012:i:6:p:45-54.

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  7. Income drawdown option with minimum guarantee. (2012). Gozzi, Fausto ; federico, salvatore ; di Giacinto, Marina ; Vigna, Elena.
    In: Carlo Alberto Notebooks.
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  8. Valuation and hedging of the ruin-contingent life annuity (RCLA). (2012). Milevsky, Moshe ; Salisbury, Thomas S. ; Huang, Huaxiong.
    In: Papers.
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  9. Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme. (2010). di Giacinto, Marina ; Vigna, Elena ; Hojgaard, Bjarne.
    In: Working Papers.
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  10. Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model. (2009). Gao, Jianwei.
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  11. Optimal consumption and portfolio choice for pooled annuity funds. (2008). Stamos, Michael Z..
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  12. Following the rules: Integrating asset allocation and annuitization in retirement portfolios. (2008). Mitchell, Olivia ; Dus, Ivica ; Horneff, Wolfram J. ; Maurer, Raimond H..
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  13. Choosing the Optimal Annuitization Time Post Retirement. (2008). Gerrard, Russell ; Vigna, Elena ; Hojgaard, Bjarne.
    In: Carlo Alberto Notebooks.
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  14. Optimal retirement asset decumulation strategies: the impact of housing wealth. (2007). Webb, Anthony ; Triest, Robert ; Sun, Wei.
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:07-2.

    Full description at Econpapers || Download paper

  15. Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion. (2006). Mitchell, Olivia ; Dus, Ivica ; Horneff, Wolfram J. ; Maurer, Raimond.
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  16. Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion. (2006). Mitchell, Olivia ; Dus, Ivica ; Horneff, Wolfram J. ; Maurer, Raimond.
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  17. Portfolio management and retirement: what is the best arrangement for a family?. (2006). Post, Thomas ; Gründl, Helmut ; Helmut Gründl, ; Schmeiser, Hato.
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  18. Demand and adverse selection in a pooled annuity fund. (2006). Valdez, Emiliano ; Piggott, John ; Wang, Liang.
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  19. Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities. (2005). Mitchell, Olivia ; Dus, Ivica ; Maurer, Raimond.
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  20. Life Annuity Insurance Versus Self‐Annuitization: An Analysis From the Perspective of the Family. (2005). Post, Thomas ; Schmeiser, Hato.
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  22. Betting on death and capital markets in retirement: A shortfall risk analysis of life annuities versus phased withdrawal plans. (2004). Mitchell, Olivia ; Maurer, Raimond H. ; Dus, Ivica.
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  24. Ruined moments in your life: how good are the approximations?. (2004). Milevsky, Moshe ; Wang, J. ; Huang, H..
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  29. Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Blake, David ; Dowd, Kevin ; Andrew J. G. Cairns, .
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  30. Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., .
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  31. Annuities for an Ageing World. (2002). Mitchell, Olivia ; McCarthy, David.
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