Inflation risk analysis of European real estate securities
R Maurer, S Sebastian - Journal of Real Estate Research, 2002 - Taylor & Francis
The focus of this article is the analysis of the inflation risk of European real estate securities.
Following both a causal and a final understanding of risk, the analysis is twofold. First, to …
Following both a causal and a final understanding of risk, the analysis is twofold. First, to …
Shortfall-risks of stocks in the long run
R Maurer, P Albrecht, U Ruckpaul - Financial Markets and Portfolio …, 2001 - papers.ssrn.com
As a contribution to the discussion on the risks of stocks in the long run the present paper
analyses the shortfall risks of stocks using the risk measures shortfall probability, mean …
analyses the shortfall risks of stocks using the risk measures shortfall probability, mean …
Money-back guarantees in individual pension accounts: evidence from the German pension reform
RH Maurer, C Schlag - 2002 - econstor.eu
The German Retirement Saving Act instituted a new funded system of supplementary
pensions coupled with a general reduction in the level of state pay-as-you-go old-age …
pensions coupled with a general reduction in the level of state pay-as-you-go old-age …
On the risks of stocks in the long run: A probabilistic approach based on measures of shortfall risk
P Albrecht, R Maurer, U Ruckpaul - None, 2001 - madoc.bib.uni-mannheim.de
The present paper examines the long-term risks of a representative one-time investment in
German stocks (DAX/0) in real terms relative to various risk free investments (returns of 0 …
German stocks (DAX/0) in real terms relative to various risk free investments (returns of 0 …
[PDF][PDF] The risk of stocks in the long run: unconditional vs conditional shortfall
P Albrecht, R Maurer, U Ruckpaul - Proceedings of 11th Annual …, 2001 - actuaries.org
The present paper examines the long-term risks of a representative one-time investment in
German stocks (DAX/0) in real terms relative to various risk free investments (returns of 0 …
German stocks (DAX/0) in real terms relative to various risk free investments (returns of 0 …
[PDF][PDF] Zu den Langfristrisiken einer Aktienanlage: ein probabilistischer Ansatz auf der Basis von Shortfallrisikomaßen
P Albrecht, R Maurer… - Mannheimer …, 2000 - madoc.bib.uni-mannheim.de
Der mit der Frage nach der Existenz von Zeithorizonteffekten im Rahmen einer Aktienanlage
verbundene Themenkomplex ist anhaltender Gegenstand einer intensiven und …
verbundene Themenkomplex ist anhaltender Gegenstand einer intensiven und …
[PDF][PDF] The Pension Challenge
R Income - 2003 - … .wharton.upenn.edu
Financial innovation has dramatically expanded the variety of assets available to investors
over the past two decades. Assets that formerly were held on-balance-sheet by banks …
over the past two decades. Assets that formerly were held on-balance-sheet by banks …
[PDF][PDF] PRC WP 2002-11
R Maurer, C Schlag - 2002 - Citeseer
Abstract The German Retirement Saving Act instituted a new funded system of
supplementary pensions coupled with a general reduction in the level of state pay-as-you …
supplementary pensions coupled with a general reduction in the level of state pay-as-you …
[PDF][PDF] Lektionen aus der Aktienmarktkrise für die private Altersversorgung
P Albrecht - Mannheimer Manuskripte zu Risikotheorie …, 2003 - madoc.bib.uni-mannheim.de
In der Gesamtschau der Jahre 2000–2002 ist festzuhalten, dass die realisierte
(nichtannualisierte) Gesamtrendite über diese drei Jahre einem Wertverlust von 58.43 …
(nichtannualisierte) Gesamtrendite über diese drei Jahre einem Wertverlust von 58.43 …
[CITATION][C] Lektionen aus der Aktienmarktkrise für die private Altersversorgung
P Albrecht - Deutsche Nationalbibliothek