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Document type:
Zeitschriftenaufsatz 
Author(s):
Höcht, S.; Ng, K.H.; Roesch, C.; Zagst, R. 
Non-TUM Co-author(s):
ja 
Cooperation:
Title:
Asset Liability Managment in Financial Planning 
Abstract:
In this work we study several models that manage the asset and liability needs of an individual investor in an integrated fashion. The models are tested using typical assets of household portfolios including real estate for both, the case of stochastic and deterministic liabilities. Most of the investment models suggest to heavily invest in real estate which is conforming with empirical research on the composition on household portfolios. The performance results indicate that the models perform...    »
 
Intellectual Contribution:
Contribution to Practice 
Journal title:
The Journal of Wealth Management 
Year:
2008 
Journal volume:
11 
Journal issue:
Pages contribution:
29-46 
Language:
en 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
Commissioned:
not commissioned 
Professional Journal:
Ja 
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