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Risk sharing across generations without publicly owned equities. (2006). Smetters, Kent.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:53:y:2006:i:7:p:1493-1508.

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Cites: 22

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Cocites: 40

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Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Optimal risk-sharing in pension funds when stock and labor markets are co-integrated. (2018). Mehlkopf, Roel ; Boelaars, Ilja.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:595.

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  2. Intergenerational Risk Sharing. (2016). Beetsma, R ; Romp, W.
    In: Handbook of the Economics of Population Aging.
    RePEc:eee:hapoch:v1_311.

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  3. The allocation of financial risks during the life cycle in individual and collective DC pension contracts. (2015). Mehlkopf, Roel ; Cox, Ryanne ; Boelaars, Ilja ; Lever, Marcel.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:317.rdf.

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  4. The allocation of financial risks during the life cycle in individual and collective DC pension contracts. (2015). Lever, Marcel ; Mehlkopf, Roel ; Cox, Ryanne ; Boelaars, Ilja .
    In: CPB Discussion Paper.
    RePEc:cpb:discus:317.

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  5. Intergenerational Risk-Sharing through Funded Pensions and Public Debt. (2014). Ponds, Eduard ; Beetsma, Roel ; Romp, W E ; Ponds, E. H. M., ; Beetsma, R. M. W. J., ; Chen, D. H. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:a21559ff-6641-4103-ab6c-90b83153ee91.

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  6. Intergenerational Redistribution in the Great Recession. (2014). Ríos-Rull, José-Víctor ; Krueger, Dirk ; Heathcote, Jonathan ; Glover, Andrew.
    In: Staff Report.
    RePEc:fip:fedmsr:498.

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  7. Intergenerational Risk-Sharing through Funded Pensions and Public Debt. (2014). Romp, Ward ; Ponds, Eduard ; Beetsma, Roel ; Damiaan H. J. Chen, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4624.

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  8. Intergenerational Risk Sharing, Pensions, and Endogenous Labour Supply in General Equilibrium. (2013). Beetsma, Roel ; Romp, Ward E. ; Vos, Siert J. ; Roel M. W. J. Beetsma, .
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:115:y:2013:i:1:p:141-154.

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  9. Risk sharing with the unborn. (2011). Mehlkopf, R. J..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:fe8a8df6-455f-4624-af10-94430843bfb5.

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  10. Funded pensions and intergenerational and international risk sharing in general equilibrium. (2011). Romp, Ward ; Bovenberg, Lans ; Beetsma, Roel ; Beetsma, Roel M. W. J., ; Beetsma,Roel M. W. J., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1516-1534.

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  11. Intergenerational Redistribution in the Great Recession. (2011). Ríos-Rull, José-Víctor ; Krueger, Dirk ; Heathcote, Jonathan ; Glover, Andrew ; Rios-Rull, Jose-Victor.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8329.

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  12. Pensions and Intergenerational Risk-sharing in General Equilibrium. (2009). Bovenberg, Lans ; Beetsma, Roel.
    In: Economica.
    RePEc:bla:econom:v:76:y:2009:i:302:p:364-386.

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References

References cited by this document

  1. Abel, A. The effects of investing social security funds in the stock market when fixed costs prevent some households from holding stocks. 2001 American Economic Review. 91 128-148

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  17. Schieber, S. ; Shoven, J. The Real Deal: The History and Future of Social Security. 1999 Yale University Press: New Haven, Connecticut
    Paper not yet in RePEc: Add citation now
  18. Smetters, K., 2003. Sharing financial risks across non-trading generations: a decentralized alternative to government ownership of private equities. Working Paper, University of Pennsylvania.
    Paper not yet in RePEc: Add citation now
  19. Social Security Advisory Council, 1997. Findings, Recommendations, and Statements. The United States Social Security Administration, Washington, DC.
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  20. Stiglitz, J. The effects of income, wealth and capital gains taxation on risk-taking. 1969 Quarterly Journal of Economics. 83 262-283

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  22. White, L. Investing the assets of the social security trust funds in equity securities: an analysis. 1996 Investment Company Institute Perspective. 2 1-20
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Cocites

Documents in RePEc which have cited the same bibliography

  1. .

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  2. Should the Government be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?. (2020). Zeldes, Stephen P ; Landoni, Mattia.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26700.

    Full description at Econpapers || Download paper

  3. A parametric social security system with skills heterogeneous agents. (2018). Thomaidou, Fotini.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20185.

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  4. Global Demographic Trends. (2016). Attanasio, O ; Weber, G ; Kitao, S ; Bonfatti, A.
    In: Handbook of the Economics of Population Aging.
    RePEc:eee:hapoch:v1_179.

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  5. Peer performance and stock market entry. (2012). Knüpfer, Samuli ; Kaustia, Markku ; KNPFER, SAMULI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:321-338.

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  6. Risk sharing with the unborn. (2011). Mehlkopf, R. J..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:fe8a8df6-455f-4624-af10-94430843bfb5.

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  7. Pricing Personal Account Benefit Guarantees: A Simplified Approach. (2009). Biggs, Andrew ; Smetters, Kent ; Burdick, Clark .
    In: NBER Chapters.
    RePEc:nbr:nberch:4541.

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  8. Intergenerational risk sharing and fiscal policy. (2009). Bohn, Henning.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:6:p:805-816.

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  9. Incomplete market participation, endogenous endowment risks and welfare. (2009). OHNO, Hiroaki.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:61:y::i:5:p:392-403.

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  10. The Liabilities and Risks of State-Sponsored Pension Plans. (2009). Novy-Marx, Robert ; Rauh, Joshua D..
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:23:y:2009:i:4:p:191-210.

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  11. Demography and Equity Premium. (2008). Kuhle, Wolfgang .
    In: MEA discussion paper series.
    RePEc:mea:meawpa:08157.

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  12. Intergenerational risk shifting through social security and bailout politics. (2008). Bossi, Luca.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:7:p:2240-2268.

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  13. Population ageing and fiscal sustainability in Finland : a stochastic analysis. (2008). Valkonen, Tarmo ; Lassila, Jukka.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2008_028.

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  14. Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy. (2007). Michaelides, Alexander ; Gomes, Francisco ; Polkovnichenko, Valery .
    In: 2007 Meeting Papers.
    RePEc:red:sed007:191.

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  15. Neighbors Matter: Causal Community Effects and Stock Market Participation. (2007). Brown, Jeffrey ; Smith, Paul A. ; Ivkovich, Zoran ; Weisbenner, Scott .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13168.

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  16. Portfolio choice over the life-cycle when the stock and labor markets are cointegrated. (2007). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-07-11.

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  17. Pension plan funding, risk sharing and technology choice. (2007). Webb, David C..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24641.

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  18. Global demographic trends and social security reform. (2007). Violante, Giovanni ; Kitao, Sagiri ; Attanasio, Orazio.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:1:p:144-198.

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  19. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6136.

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  20. Baby Boomer Retirement Security: The Roles of Planning, Financial Literacy, and Housing Wealth. (2006). Mitchell, Olivia ; Lusardi, Annamaria.
    In: Working Papers.
    RePEc:mrr:papers:wp114.

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  21. Risk sharing across generations without publicly owned equities. (2006). Smetters, Kent.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1493-1508.

    Full description at Econpapers || Download paper

  22. Portfolio Choice over the Life-Cycle in the Presence of Trickle Down Labor Income. (2005). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11247.

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  23. Junior must pay: pricing the implicit put in privatizing Social Security. (2005). Mehra, Rajnish ; Constantinides, George.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:1:p:1-34.

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  24. Asset pricing with limited risk sharing and heterogeneous agents. (2005). Michaelides, Alexander ; Gomes, Francisco .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24649.

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  25. Duality and consumption decisions under income and price risk. (2005). Wang, X. ; Menezes, Carmen F. ; Bigelow, John P..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:3:p:387-405.

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  26. The Geography of Stock Market Participation: The Influence of Communities and Local Firms. (2004). Brown, Jeffrey ; Smith, Paul A. ; Ivkovich, Zoran ; Weisbenner, Scott .
    In: NBER Working Papers.
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  27. The geography of stock market participation: the influence of communities and local firms. (2004). Brown, Jeffrey ; Smith, Paul A. ; IVKOVIC, ZORAN ; Weisbenner, Scott .
    In: Finance and Economics Discussion Series.
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  28. A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?. (2003). Guvenen, Fatih.
    In: RCER Working Papers.
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  29. Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective. (2003). Guvenen, Fatih.
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  30. Financial Innovation, Market Participation and Asset Prices. (2003). Sodini, Paolo ; Gonzalez-Eiras, Martin ; Calvet, Laurent.
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  31. The Gains from Pension Reform. (2003). Persson, Mats ; Lindbeck, Assar.
    In: Journal of Economic Literature.
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  32. Social Security Expectations and Retirement Savings Decisions. (2002). Manski, Charles ; Dominitz, Jeff ; Heinz, Jordan.
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  33. Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security. (2002). Mehra, Rajnish ; Constantinides, George ; Donaldson, John B..
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  34. Social Security Expectations and Retirement Savings Decisions. (2002). Manski, Charles ; Dominitz, Jeff ; Heinz, Jordan.
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  35. The Gains from Pension Reform. (2002). Persson, Mats ; Lindbeck, Assar.
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  36. The Gains from Pension Reform. (2002). Persson, Mats ; Lindbeck, Assar.
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  37. Social Security Investment in Equities. (2002). Diamond, Peter ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
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  38. Social Security. (2001). Liebman, Jeffrey ; Feldstein, Martin.
    In: NBER Working Papers.
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  39. Financial Innovation, Market Participation and Asset Prices. (2001). Sodini, Paolo ; Gonzalez-Eiras, Martin ; Calvet, Laurent.
    In: Harvard Institute of Economic Research Working Papers.
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  40. Designing Social Security – A Portfolio Choice Approach. (2000). Matsen, Egil ; Thogersen, ystein .
    In: Working Paper Series.
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