Wolfram J. Horneff

Business, Management and Accounting · Social Sciences

14h-index961citations35works0.02yr avg
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Research Topics

Financial Literacy, Pension, Retirement Analysis(29), Insurance, Mortality, Demography, Risk Management(20), Global Health Care Issues(12), Retirement, Disability, and Employment(9), Housing Market and Economics(5)

Publications34 total

Volatility and VolCap Dynamics: Insights from Model Selection in Managing Volatility
SSRN Electronic Journal·2026Open Access
Volatility and VolCap Dynamics: Insights from Model Selection in Managing Volatility
SSRN Electronic Journal·2025Open Access
Auditing Machine Learning - Navigating ML with Reasonable Assurance
SSRN Electronic Journal·2019Open Access
Data Analytics in Internal Audit 2.0
SSRN Electronic Journal·2019· 3 citedOpen Access
Optimal Portfolio Choice over the Life Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts
European Finance Review·2011· 134 citedOpen Access
Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts
ScholarlyCommons (University of Pennsylvania)·2011· 56 cited
Forthcoming Review of Finance Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts
2011· 4 cited
Dynamic portfolio choice with deferred annuities
Journal of Banking & Finance·2010· 90 cited
Mortality Contingent Claims: Impact of Capital Market, Income, and Interest Rate Risk
Deep Blue (University of Michigan)·2009· 2 citedOpen Access
Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
2009· 25 citedOpen Access
Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
Journal of Banking & Finance·2009· 159 cited
Curious Contracts: Pension Fund Redesign for the Future. Theo Kocken. Uitgeverij Tutein Nolthenius in ‘s-Hertogenbosch, The Netherlands, 2006, ISBN 90-72194-78-0, 242 pages.
Journal of Pensions Economics and Finance·2009· 1 cited
Variable Payout Annuities and Dynamic Portfolio Choice in Retirement
RePEc: Research Papers in Economics·2009· 8 cited
Variable payout annuities and dynamic portfolio choice in retirement
Journal of Pensions Economics and Finance·2009· 100 cited
Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
SSRN Electronic Journal·2009· 5 citedOpen Access
Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
SSRN Electronic Journal·2009· 2 citedOpen Access
<scp>Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities</scp>
Journal of Risk & Insurance·2008· 71 cited
Deferred Annuities and Strategic Asset Allocation
Deep Blue (University of Michigan)·2008Open Access
Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
2008· 40 citedOpen Access
Life-cycle asset allocation with annuity markets
Journal of Economic Dynamics and Control·2008· 16 cited
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Frequent Co-authors

Raimond Maurer(29), Olivia S. Mitchell(19), Michael Z. Stamos(14), Jingjing Chai(6), Ivica Duš(6), Nicholas Pezolano(2), Leonardo Bozzo(2), Kevin Kurt(2), Ralph Rogalla(1), Olivia Mitchell(1)