[go: up one dir, main page]

create a website
Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model. (1992). merton, robert ; Bodie, Zvi ; Samuelson, William F..
In: NBER Working Papers.
RePEc:nbr:nberwo:3954.

Full description at Econpapers || Download paper

Cited: 465

Citations received by this document

Cites: 20

References cited by this document

Cocites: 24

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Life-cycle risk-taking with personal disaster risk. (2024). Bagliano, Fabio ; Fugazza, Carolina ; Nicodano, Giovanna.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pb:p:378-396.

    Full description at Econpapers || Download paper

  2. Valuing life over the life cycle. (2024). St-Amour, Pascal.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194.

    Full description at Econpapers || Download paper

  3. Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163.

    Full description at Econpapers || Download paper

  4. Dynamic asset allocation with multiple regime?switching markets. (2023). Shi, Jianmin.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1741-1755.

    Full description at Econpapers || Download paper

  5. Optimal Portfolio Rebalancing with Sweep Under Transaction Cost. (2023). Arjmandi, Nabi.
    In: MPRA Paper.
    RePEc:pra:mprapa:117162.

    Full description at Econpapers || Download paper

  6. Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart.
    In: De Economist.
    RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0.

    Full description at Econpapers || Download paper

  7. Diversification benefits of precious metal markets. (2023). Goutte, Stéphane ; Nguyen, Duc Khuong ; Dinh, Theu ; Topaloglou, Nikolas.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-04057273.

    Full description at Econpapers || Download paper

  8. Health accidents and wealth decline in old age. (2023). d'Albis, Hippolyte ; Legendre, Berangere ; el Mekkaoui, Najat.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-04174032.

    Full description at Econpapers || Download paper

  9. The Impact of Commercial Medical Insurance Participation on Household Debt. (2023). Ren, Ting ; He, DI ; Hong, Cancheng.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:2:p:1526-:d:1034220.

    Full description at Econpapers || Download paper

  10. Lifetime asset allocation with long run risk and time various risk aversion. (2023). Luo, Ronghua ; Tang, Tao ; Gu, Jing.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:86:y:2023:i:c:p:230-251.

    Full description at Econpapers || Download paper

  11. Analytic approach for models of optimal retirement with disability risk. (2023). Park, Se Young ; Jang, Bong-Gyu ; Chae, Jiwon.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:126:y:2023:i:c:p:68-75.

    Full description at Econpapers || Download paper

  12. Optimal investment, consumption and life insurance purchase with learning about return predictability. (2023). Li, Baihui ; Peng, Xingchun.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:113:y:2023:i:c:p:70-95.

    Full description at Econpapers || Download paper

  13. Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

    Full description at Econpapers || Download paper

  14. Portfolio allocation over the life cycle with multiple late-in-life saving motives. (2023). Lee, Minjoon.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000865.

    Full description at Econpapers || Download paper

  15. Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

    Full description at Econpapers || Download paper

  16. Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee.
    In: Applied Mathematics and Computation.
    RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451.

    Full description at Econpapers || Download paper

  17. Preference for Wealth and Life Cycle Portfolio Choice. (2022). Carolina, Fugazza ; Claudio, Campanale.
    In: Working papers.
    RePEc:tur:wpapnw:075.

    Full description at Econpapers || Download paper

  18. Health shock, medical insurance and financial asset allocation: evidence from CHFS in China. (2022). Liu, Yaxuan ; Hao, YU ; Lu, Zhi-Nan.
    In: Health Economics Review.
    RePEc:spr:hecrev:v:12:y:2022:i:1:d:10.1186_s13561-022-00400-z.

    Full description at Econpapers || Download paper

  19. A lifetime allocation with human capital: implications for target date fund. (2022). Fabozzi, Frank J ; Ha, Seokkeun.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00278-w.

    Full description at Econpapers || Download paper

  20. Algorithmic vs. Human Portfolio Choice. (2022). von Wilczur, Nicole ; Direr, Alexis ; Boulu-Reshef, Beatrice.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2966.

    Full description at Econpapers || Download paper

  21. A portfolio choice problem under risk capacity constraint. (2022). Zhu, Zimu ; Tian, Weidong.
    In: Annals of Finance.
    RePEc:kap:annfin:v:18:y:2022:i:3:d:10.1007_s10436-021-00404-5.

    Full description at Econpapers || Download paper

  22. Does Farmland Tenancy Improve Household Asset Allocation? Evidence from Rural China. (2022). Jiang, Yuansheng ; Wang, Jingyi ; Chandio, Abbas Ali ; Xu, Lijuan.
    In: Land.
    RePEc:gam:jlands:v:12:y:2022:i:1:p:98-:d:1017947.

    Full description at Econpapers || Download paper

  23. Health shock, medical insurance and financial asset allocation: evidence from CHFS in China. (2022). Lu, Zhinan ; Hao, YU ; Liu, Yaxuan.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117277.

    Full description at Econpapers || Download paper

  24. Millionaires speak: What drives their personal investment decisions?. (2022). Robertson, Adriana Z ; Dyson, Danielle ; Choi, James J ; Bender, Svetlana.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330.

    Full description at Econpapers || Download paper

  25. Debiasing through experience sampling: The case of myopic loss aversion. (2022). Schwaiger, Rene ; Hueber, Laura.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:198:y:2022:i:c:p:87-138.

    Full description at Econpapers || Download paper

  26. Bequest motives in consumption-portfolio decisions with recursive utility. (2022). Weiss, Farina ; Munk, Claus ; Kraft, Holger.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000280.

    Full description at Econpapers || Download paper

  27. Why have target-date funds performed better in the COVID-19 selloff than the 2008 selloff?. (2022). Wong, Ching Hin ; Mao, Mike Qinghao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003186.

    Full description at Econpapers || Download paper

  28. Managerial commitment and heterogeneity in target-date funds. (2022). Wong, Ching Hin ; Mao, Mike Qinghao .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:68:y:2022:i:c:p:1-19.

    Full description at Econpapers || Download paper

  29. Optimal annuitization post-retirement with labor income. (2022). Gao, Xiang ; Jevti, Petar ; Pirvu, Traian A ; Hyndman, Cody.
    In: Papers.
    RePEc:arx:papers:2202.04220.

    Full description at Econpapers || Download paper

  30. Popular Personal Financial Advice versus the Professors. (2022). Choi, James J.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92.

    Full description at Econpapers || Download paper

  31. .

    Full description at Econpapers || Download paper

  32. .

    Full description at Econpapers || Download paper

  33. Child health, human capital, and adult financial behavior. (2021). Wesselbaum, Dennis ; Thakurta, Amelia Guha ; Luik, Marcandre.
    In: Health Economics.
    RePEc:wly:hlthec:v:30:y:2021:i:11:p:2722-2750.

    Full description at Econpapers || Download paper

  34. Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:fd998408-d282-4e0f-b542-40e6154f40d2.

    Full description at Econpapers || Download paper

  35. Maintaining cost and ruin probability. (2021). Ma, Xiaorong ; Lo, Chia Chun ; Karathanasopoulos, Andreas ; Qin, Zhenjiang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:57:y:2021:i:2:d:10.1007_s11156-021-00960-x.

    Full description at Econpapers || Download paper

  36. Geographic Heterogeneity in Housing Market Risk and Portfolio Choice. (2021). Nam, Tong-Yob.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:62:y:2021:i:4:d:10.1007_s11146-020-09762-9.

    Full description at Econpapers || Download paper

  37. Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme. (2021). Vergalli, Sergio ; Menoncin, Francesco.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:132:y:2021:i:1:d:10.1007_s00712-020-00710-y.

    Full description at Econpapers || Download paper

  38. Robust Solutions to the Life-Cycle Consumption Problem. (2021). Fabozzi, Frank J ; Reus, Lorenzo.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09964-1.

    Full description at Econpapers || Download paper

  39. Debiasing Through Experience Sampling: The Case of Myopic Loss Aversion.. (2021). Schwaiger, Rene ; Hueber, Laura.
    In: Working Papers.
    RePEc:inn:wpaper:2021-01.

    Full description at Econpapers || Download paper

  40. Towards Personal Financial Sustainability Based on Human Capital Analysis in Korea. (2021). Ho, Jang ; Lee, Gunyoung ; Yu, Jaeyong.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:5:p:2700-:d:509299.

    Full description at Econpapers || Download paper

  41. Conditions for the Growth of the “Silver Economy” in the Context of Sustainable Development Goals: Peculiarities of Russia. (2021). Pisarenko, Zhanna ; Boldyreva, Natalia ; Reshetnikova, Liudmila ; Kalayda, Svetlana ; Perevalova, Maria.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:401-:d:621465.

    Full description at Econpapers || Download paper

  42. Equity Premium with Habits, Wealth Inequality and Background Risk. (2021). Koimisis, Georgios ; Giannikos, Christos.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:321-:d:592921.

    Full description at Econpapers || Download paper

  43. Optimal portfolio choice with stock market entry costs and human capital investments: A developing country model. (2021). Thakurata, Indrajit.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:175-195.

    Full description at Econpapers || Download paper

  44. Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy. (2021). Romaniuk, Katarzyna.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:37-43.

    Full description at Econpapers || Download paper

  45. Financial literacy and financial decision-making at older ages. (2021). Mitchell, Olivia ; Rohwedder, Susann ; Fong, Joelle H.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306934.

    Full description at Econpapers || Download paper

  46. Stocks versus bonds for the long run when a riskless asset is available. (2021). Levy, Moshe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002314.

    Full description at Econpapers || Download paper

  47. The cost of diversification over time, and a simple way to improve target-date funds. (2021). Levy, Moshe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302570.

    Full description at Econpapers || Download paper

  48. How sub-optimal are age-based life-cycle investment products?. (2021). Warren, Geoffrey J ; Steffensen, Mogens ; Khemka, Gaurav.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302623.

    Full description at Econpapers || Download paper

  49. Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey. (2021). Zhou, Mingshan ; Wang, Tianyu ; Li, Rui.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:60:y:2021:i:c:p:1-15.

    Full description at Econpapers || Download paper

  50. Which economic uncertainty measure matters for households portfolio decision?. (2021). Kim, Insik ; Jeon, Yoontae ; Lee, Kiryoung.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:44:y:2021:i:2:p:343-369.

    Full description at Econpapers || Download paper

  51. Optimal Claiming of Social Security Benefits. (2021). Greenberg, David ; Boyd, Stephen ; Diamond, Steven ; Ang, Andrew ; Kochenderfer, Mykel.
    In: Papers.
    RePEc:arx:papers:2106.00125.

    Full description at Econpapers || Download paper

  52. Exposure to the COVID-19 stock market crash and its effect on household expectations. (2020). Wohlfart, Johannes ; Weber, Annika ; Hanspal, Tobin.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:279.

    Full description at Econpapers || Download paper

  53. Household finance. (2020). Haliassos, Michael ; Gomes, Francisco J ; Ramadorai, Tarun.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:138.

    Full description at Econpapers || Download paper

  54. The Murder-Suicide of the Rentier: Population Aging and the Risk Premium. (2020). Taylor, Alan ; Kopecky, Joseph.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep1220.

    Full description at Econpapers || Download paper

  55. Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?. (2020). Romaniuk, Katarzyna.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00252-z.

    Full description at Econpapers || Download paper

  56. The Murder-Suicide of the Rentier: Population Aging and the Risk Premium. (2020). Taylor, Alan ; Kopecky, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26943.

    Full description at Econpapers || Download paper

  57. Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations. (2020). Wohlfart, Johannes ; Weber, Annika ; Hanspal, Tobin.
    In: CEBI working paper series.
    RePEc:kud:kucebi:2013.

    Full description at Econpapers || Download paper

  58. A Numerical Solution of Optimal Portfolio Selection Problem with General Utility Functions. (2020). Kang, Boda ; Zhu, Song-Ping ; Ma, Guiyuan.
    In: Computational Economics.
    RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09923-w.

    Full description at Econpapers || Download paper

  59. How People React to Pension Risk. (2020). de Grip, Andries ; Sleijpen, Olaf ; Salamanca, Nicolas.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp13077.

    Full description at Econpapers || Download paper

  60. Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level. (2020). Nijman, Theo E ; van Bilsen, Servaas.
    In: Management Science.
    RePEc:inm:ormnsc:v:66:y:2020:i:9:p:3927-3955.

    Full description at Econpapers || Download paper

  61. How People React to Pension Risk. (2020). de Grip, Andries ; Sleijpen, Olaf ; Salamanca, Nicolas.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2020n05.

    Full description at Econpapers || Download paper

  62. Portfolio Choice for a Resource-Based Sovereign Wealth Fund: An Analysis of Cash Flows. (2020). Haraldsen, Magnus Eskedal ; Eap, Hanna Marisela ; Mork, Knut Anton.
    In: IJFS.
    RePEc:gam:jijfss:v:8:y:2020:i:1:p:14-:d:329849.

    Full description at Econpapers || Download paper

  63. Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds. (2020). Noureldin, Diaa ; Moutanabbir, Khouzeima.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:708-730.

    Full description at Econpapers || Download paper

  64. Chinese economic policy uncertainty and U.S. households portfolio decisions. (2020). Jo, Chanik ; Jeon, Yoontae ; Lee, Kiryoung.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20304510.

    Full description at Econpapers || Download paper

  65. Financial knowledge and portfolio complexity in Singapore. (2020). Rohwedder, Susann ; Mitchell, Olivia S.
    In: The Journal of the Economics of Ageing.
    RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x17300907.

    Full description at Econpapers || Download paper

  66. Portfolio rebalancing in general equilibrium. (2020). Kimball, Miles ; Shumway, Tyler ; Shapiro, Matthew D ; Zhang, Jing.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:3:p:816-834.

    Full description at Econpapers || Download paper

  67. Locus of control and investment in risky assets. (2020). Salamanca, Nicolas ; Montizaan, Raymond ; Fouarge, Didier ; de Grip, Andries.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:177:y:2020:i:c:p:548-568.

    Full description at Econpapers || Download paper

  68. Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets. (2020). Regis, Luca ; Menoncin, Francesco.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620301977.

    Full description at Econpapers || Download paper

  69. A mean-variance benchmark for household portfolios over the life cycle. (2020). Munk, Claus.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:116:y:2020:i:c:s037842662030100x.

    Full description at Econpapers || Download paper

  70. Optimal retirement with borrowing constraints and forced unemployment risk. (2020). Zhao, Huainan ; Park, Seyoung ; Jang, Bong-Gyu.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:94:y:2020:i:c:p:25-39.

    Full description at Econpapers || Download paper

  71. Dynamic consumption and portfolio choice under prospect theory. (2020). Laeven, Roger ; van Bilsen, Servaas.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:91:y:2020:i:c:p:224-237.

    Full description at Econpapers || Download paper

  72. Forced retirement risk and portfolio choice. (2020). Lee, Minjoon ; Chen, Guodong ; Nam, Tong-Yob.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:293-315.

    Full description at Econpapers || Download paper

  73. Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237.

    Full description at Econpapers || Download paper

  74. The Murder-Suicide of the Rentier: Population Aging and the Risk Premium. (2020). Taylor, Alan ; Kopecky, Joseph.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14576.

    Full description at Econpapers || Download paper

  75. Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14502.

    Full description at Econpapers || Download paper

  76. What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

    Full description at Econpapers || Download paper

  77. Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint. (2020). Zhu, Zimu ; Tian, Weidong.
    In: Papers.
    RePEc:arx:papers:2005.13741.

    Full description at Econpapers || Download paper

  78. Optimal portfolio choice with path dependent labor income: the infinite horizon case. (2020). Gozzi, Fausto ; Prosdocimi, Cecilia ; Biffis, Enrico.
    In: Papers.
    RePEc:arx:papers:2002.00201.

    Full description at Econpapers || Download paper

  79. Optimal Asset Allocation for Commodity Sovereign Wealth Funds. (2020). Parra-Alvarez, Juan ; Ma, Lin ; Irarrazabal, Alfonso A.
    In: CREATES Research Papers.
    RePEc:aah:create:2020-10.

    Full description at Econpapers || Download paper

  80. Financial literacy and suboptimal financial decisions at older ages. (2019). Mitchell, Olivia ; Rohwedder, Susann ; Sk, Benedict ; Fong, Joelle H.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:630.

    Full description at Econpapers || Download paper

  81. Staying the Course or Rolling the Dice: Time Horizon’s Effect on the Propensity to Take Risk. (2019). Saving, Thomas R ; Rettenmaier, Andrew J ; Liu, Liqun.
    In: Journal of Insurance Issues.
    RePEc:wri:journl:v:42:y:2019:i:1:p:66-85.

    Full description at Econpapers || Download paper

  82. Securities regulation, household equity ownership, and trust in the stock market. (2019). Maffett, Mark ; Christensen, Hans B ; Vollon, Lauren.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:24:y:2019:i:3:d:10.1007_s11142-019-09499-8.

    Full description at Econpapers || Download paper

  83. Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales. (2019). Zhang, Detao ; Xu, Yaosheng ; Bellalah, Mondher.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2901-4.

    Full description at Econpapers || Download paper

  84. Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk. (2019). Wong, Wing-Keung ; Zhu, Lixing ; Chan, Raymond H ; Guo, XU.
    In: Risk Management.
    RePEc:pal:risman:v:21:y:2019:i:2:d:10.1057_s41283-018-0043-2.

    Full description at Econpapers || Download paper

  85. Portfolio Choice for a Resource-based Sovereign Wealth Fund: An analysis of Cash Flows. (2019). Haraldsen, Magnus Eskedal ; Eap, Hanna Marisela ; Mork, Knut Anton.
    In: Working Paper Series.
    RePEc:nst:samfok:17919.

    Full description at Econpapers || Download paper

  86. Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2019). Swanson, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25764.

    Full description at Econpapers || Download paper

  87. Analysis of Households’ Investment Decisions Based on International Data. (2019). Kékesi, Zsuzsa ; Sisak, Balazs ; Balogh, Eszter.
    In: Financial and Economic Review.
    RePEc:mnb:finrev:v:18:y:2019:i:1:p:60-87.

    Full description at Econpapers || Download paper

  88. Determinants of Wealth Inequality and Mobility in General Equilibrium. (2019). Fischer, Thomas.
    In: Working Papers.
    RePEc:hhs:lunewp:2019_022.

    Full description at Econpapers || Download paper

  89. Does country background risk matter to the strategic asset allocation of sovereign wealth funds?. (2019). Chen, Zhihong ; Cai, Mingchao .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18300489.

    Full description at Econpapers || Download paper

  90. Life-cycle portfolios, unemployment and human capital loss. (2019). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:60:y:2019:i:c:p:325-340.

    Full description at Econpapers || Download paper

  91. Individual pension risk preference elicitation and collective asset allocation with heterogeneity. (2019). dellaert, benedict ; Swinkels, Laurens.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:101:y:2019:i:c:p:206-225.

    Full description at Econpapers || Download paper

  92. Optimal consumption and investment with insurer default risk. (2019). Park, Seyoung ; Koo, Hyeng Keun ; Jang, Bong-Gyu.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:88:y:2019:i:c:p:44-56.

    Full description at Econpapers || Download paper

  93. Suboptimal investment behavior and welfare costs: A simulation based approach. (2019). Reus, Lorenzo ; Castaeda, Pablo .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:170-180.

    Full description at Econpapers || Download paper

  94. Hedging recessions. (2019). Munk, Claus ; Larsen, Linda Sandris ; Branger, Nicole.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:107:y:2019:i:c:2.

    Full description at Econpapers || Download paper

  95. A Life-Cycle Model with Unemployment Traps. (2019). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:514.

    Full description at Econpapers || Download paper

  96. Mathematical Analysis of Dynamic Risk Default in Microfinance. (2019). Kaddar, Abdelilah ; Kaicer, Mohammed.
    In: Papers.
    RePEc:arx:papers:1907.04937.

    Full description at Econpapers || Download paper

  97. Development and Research of Economic Behavior of Households in Changing Conditions. (2018). Matrosova, Ksenia ; Levin, Mark.
    In: Working Papers.
    RePEc:rnp:wpaper:041825.

    Full description at Econpapers || Download paper

  98. Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?. (2018). Ward, Colin ; Yaron, Amir ; Bansal, Ravi.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:599.

    Full description at Econpapers || Download paper

  99. Risk-taking over the Life Cycle: Aggregate and Distributive Implications of Entrepreneurial Risk. (2018). Townsend, Robert ; Silva, Dejanir.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1318.

    Full description at Econpapers || Download paper

  100. Portfolio Rebalancing in General Equilibrium. (2018). Zhang, Jing ; Shapiro, Matthew ; Kimball, Miles ; Shumway, Tyler.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24722.

    Full description at Econpapers || Download paper

  101. A részvénytartás spektrális kockázata hosszú távon. (2018). Csóka, Péter ; Kondor, Gabor ; Bihary, Zsolt.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1782.

    Full description at Econpapers || Download paper

  102. Optimal Asset Allocation for Commodity Sovereign Wealth Funds. (2018). Ma, Lin ; Irarrazabal, Alfonso A.
    In: Working Paper Series.
    RePEc:hhs:nlsseb:2018_011.

    Full description at Econpapers || Download paper

  103. Demand For Stocks in the Crisis: France 2004-2014. (2018). Coffinet, Jerome ; Arrondel, Luc.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01785324.

    Full description at Econpapers || Download paper

  104. Demand For Stocks in the Crisis: France 2004-2014. (2018). Coffinet, Jerome ; Arrondel, Luc.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-01785324.

    Full description at Econpapers || Download paper

  105. The Impact of the New Rural Pension Scheme on Retirement Sustainability in China: Evidence of Regional Differences in Formal and Informal Labor Supply. (2018). Zhang, Yu Yvette ; Lin, Zongjian ; Liu, Weiping.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:12:p:4366-:d:184977.

    Full description at Econpapers || Download paper

  106. Individual and peer effects in retirement savings investment choices. (2018). Gerrans, Paul ; Strydom, Maria ; Feng, Jun ; Moulang, Carly.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:47:y:2018:i:c:p:150-165.

    Full description at Econpapers || Download paper

  107. Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. (2018). Zeng, Yan ; Yang, Zhou ; Chen, Zheng ; Li, Danping.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:88:y:2018:i:c:p:70-103.

    Full description at Econpapers || Download paper

  108. Employees risk attitude and corporate risk taking: Evidence from pension asset allocations. (2018). Guan, Yanling ; Tang, Dragon Yongjun.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:48:y:2018:i:c:p:261-274.

    Full description at Econpapers || Download paper

  109. Life-Cycle Portfolios, Unemployment and Human Capital Loss. (2018). Nicodano, Giovanna ; Fugazza, Carolina ; Bagliano, Fabio C.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:577.

    Full description at Econpapers || Download paper

  110. Forced Retirement Risk and Portfolio Choice. (2018). Lee, Minjoon ; Nam, Tong-Yob ; Chen, Guodong.
    In: Carleton Economic Papers.
    RePEc:car:carecp:18-06.

    Full description at Econpapers || Download paper

  111. .

    Full description at Econpapers || Download paper

  112. .

    Full description at Econpapers || Download paper

  113. A Life-Cycle Model with Unemployment Traps. (2017). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina.
    In: Working papers.
    RePEc:tur:wpapnw:041.

    Full description at Econpapers || Download paper

  114. On the Asset Allocation of a Default Pension Fund. (2017). Vestman, Roine ; Setty, Ofer ; Dahlquist, Magnus.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:255.

    Full description at Econpapers || Download paper

  115. Modelling optimal asset allocation when households experience health shocks. (2017). Zhang, Ting ; Yi, Ronghua ; Lu, Rui ; Liu, Jiapeng.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0589-6.

    Full description at Econpapers || Download paper

  116. Non-Parametric Integral Estimation Using Data Clustering in Stochastic dynamic Programming: An Introduction Using Lifetime Financial Modelling. (2017). Butt, Adam ; Khemka, Gaurav.
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:4:p:57-:d:117091.

    Full description at Econpapers || Download paper

  117. Portfolio Optimization and Mortgage Choice. (2017). Steffensen, Mogens ; Nordfang, Maj-Britt .
    In: JRFM.
    RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:1-:d:86778.

    Full description at Econpapers || Download paper

  118. A Portfolio Approach to Assessing an Auto-Enrolment Pension Scheme for Ireland. (2017). Gallagher, Liam ; Ryan, Fionnuala .
    In: The Economic and Social Review.
    RePEc:eso:journl:v:48:y:2017:i:4:p:515-548.

    Full description at Econpapers || Download paper

  119. Strategic technology adoption and hedging under incomplete markets. (2017). Leippold, Markus ; Stromberg, Jacob .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:81:y:2017:i:c:p:181-199.

    Full description at Econpapers || Download paper

  120. Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. (2017). Chen, Zheng ; Sun, Jingyun ; Zeng, Yan ; Li, Zhongfei.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:75:y:2017:i:c:p:137-150.

    Full description at Econpapers || Download paper

  121. On the effects of changing mortality patterns on investment, labour and consumption under uncertainty. (2017). Ewald, Christian-Oliver ; Zhang, Aihua.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:73:y:2017:i:c:p:105-115.

    Full description at Econpapers || Download paper

  122. Health and portfolio choices: A diffidence approach. (2017). EECKHOUDT, LOUIS ; Crainich, David ; le Courtois, Olivier.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:259:y:2017:i:1:p:273-279.

    Full description at Econpapers || Download paper

  123. A comparison of fiscal rules for resource-rich economies. (2017). Iacono, Roberto.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:55:y:2017:i:c:p:179-193.

    Full description at Econpapers || Download paper

  124. Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models. (2017). Fujiwara, Shigeaki ; Takizuka, Yasutaka ; Ito, Yuichiro .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp17e06.

    Full description at Econpapers || Download paper

  125. Design of MySuper default funds: influences and outcomes. (2017). Thorp, Susan ; Smith, Tom ; Warren, Geoffrey J ; Foster, Douglas F ; Donald, Scott M ; Butt, Adam.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i:1:p:47-85.

    Full description at Econpapers || Download paper

  126. Discrimination and Inequality in an Integrated Walrasian-General-Equilibrium and Neoclassical-Growth Theory. (2017). Zhang, Wei-Bin.
    In: Asian Journal of Economic Modelling.
    RePEc:asi:ajemod:2017:p:57-76.

    Full description at Econpapers || Download paper

  127. Flexible pension take-up in social security. (2016). Meijdam, Lex ; Adema, Yvonne ; Bonenkamp, J.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:8e9de9ae-c1e4-41e2-8893-73a03932f49a.

    Full description at Econpapers || Download paper

  128. Wealth, Portfolio Allocations, and Risk Preference. (2016). Östling, Robert ; Lindqvist, Erik ; Cesarini, David ; Briggs, Joseph.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:1089.

    Full description at Econpapers || Download paper

  129. Household Finance over the Life-Cycle: What does Education Contribute?. (2016). Zhu, Guozhong ; Cooper, Russell.
    In: Review of Economic Dynamics.
    RePEc:red:issued:14-318.

    Full description at Econpapers || Download paper

  130. Locus of Control and Investment in Risky Assets. (2016). Salamanca, Nicolas ; Montizaan, Raymond ; Fouarge, Didier ; de Grip, Andries.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp10407.

    Full description at Econpapers || Download paper

  131. Unemployment Risks and Optimal Retirement in an Incomplete Market. (2016). Bensoussan, Alain ; Park, Seyoung ; Jang, Bong-Gyu.
    In: Operations Research.
    RePEc:inm:oropre:v:64:y:2016:i:4:p:1015-1032.

    Full description at Econpapers || Download paper

  132. Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets. (2016). Yogo, Motohiro.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:80:y:2016:i:c:p:17-34.

    Full description at Econpapers || Download paper

  133. Time is money: Rational life cycle inertia and the delegation of investment management. (2016). Mitchell, Olivia ; Kim, Hugh Hoikwang ; Maurer, Raimond.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:2:p:427-447.

    Full description at Econpapers || Download paper

  134. Investing and Portfolio Allocation for Retirement. (2016). Kaschutzke, B ; Maurer, R.
    In: Handbook of the Economics of Population Aging.
    RePEc:eee:hapoch:v1_567.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  136. Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies. (2016). Lim, Byung Hwa ; Kwak, Minsuk.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:16:y:2016:i:c:p:19-27.

    Full description at Econpapers || Download paper

  137. Retirement with risk aversion change and borrowing constraints. (2016). Jang, Bong-Gyu ; Lee, Ho-Seok.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:16:y:2016:i:c:p:112-124.

    Full description at Econpapers || Download paper

  138. The Elephant In The Ground: Managing Oil And Sovereign Wealth. (2016). Wills, Samuel ; van der Ploeg, Frederick (Rick) ; van den Bremer, Ton .
    In: European Economic Review.
    RePEc:eee:eecrev:v:82:y:2016:i:c:p:113-131.

    Full description at Econpapers || Download paper

  139. On the Asset Allocation of a Default Pension Fund. (2016). Vestman, Roine ; Setty, Ofer ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11052.

    Full description at Econpapers || Download paper

  140. “Fair go” for all? Wealth and Risk Aversion of Australian Households. (2016). Tsigos, Stamatios ; Daly, Kevin.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:55:y:2016:i:3:p:274-300.

    Full description at Econpapers || Download paper

  141. Housing habits and their implications for life-cycle consumption and investment. (2015). Munk, Claus ; Wagner, Sebastian ; Kraft, Holger.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:85.

    Full description at Econpapers || Download paper

  142. Asset market participation and portfolio choice over the life-cycle. (2015). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:115.

    Full description at Econpapers || Download paper

  143. Optimal portfolio choice with asset return predictability and nontradable labor income. (2015). Wu, Yangru ; Tsai, Hui-Ju.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:1:p:215-249.

    Full description at Econpapers || Download paper

  144. Subjective life horizon and portfolio choice. (2015). Spaenjers, Christophe ; Spira, Sven Michael .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:116:y:2015:i:c:p:94-106.

    Full description at Econpapers || Download paper

  145. Risk attitude and cognitive aging. (2015). Dohmen, Thomas ; Bonsang, Eric.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:112:y:2015:i:c:p:112-126.

    Full description at Econpapers || Download paper

  146. Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure. (2015). Duncan, Denvil ; Doerrenberg, Philipp ; Zeppenfeld, Christopher .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:109:y:2015:i:c:p:85-100.

    Full description at Econpapers || Download paper

  147. The effect of objective formulation on retirement decision making. (2015). Butt, Adam ; Khemka, Gaurav .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:64:y:2015:i:c:p:385-395.

    Full description at Econpapers || Download paper

  148. Less is more: Increasing retirement gains by using an upside terminal wealth constraint. (2015). Donnelly, Catherine ; Nielsen, Jens Perch ; Guillen, Montserrat ; Gerrard, Russell.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:64:y:2015:i:c:p:259-267.

    Full description at Econpapers || Download paper

  149. Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance. (2015). Ulm, Eric ; Gao, Jin .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:61:y:2015:i:c:p:87-98.

    Full description at Econpapers || Download paper

  150. 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.

    Full description at Econpapers || Download paper

  151. 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.

    Full description at Econpapers || Download paper

  152. Cognitive Ability and the Stock Reallocations of Retirees during the Great Recession. (2015). Browning, Chris ; Finke, Michael .
    In: Journal of Consumer Affairs.
    RePEc:bla:jconsa:v:49:y:2015:i:2:p:356-375.

    Full description at Econpapers || Download paper

  153. Less is more: increasing retirement gains by using an upside terminal wealth constraint. (2015). Guillen, Montserrat ; Donnelly, Catherine ; Gerrard, Russell ; Nielsen, Jens Perch.
    In: Working Papers.
    RePEc:bak:wpaper:201502.

    Full description at Econpapers || Download paper

  154. Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure. (2014). Duncan, Denvil ; Doerrenberg, Philipp ; Zeppenfeld, Christopher .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:14014.

    Full description at Econpapers || Download paper

  155. Consumption-investment problems with stochastic mortality risk. (2014). Schendel, Lorenz S..
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:43.

    Full description at Econpapers || Download paper

  156. Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data. (2014). Wu, Yangru ; Qi, Yaxuan ; Palia, Darius.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:8:p:1687-1720.

    Full description at Econpapers || Download paper

  157. Durable consumption, saving and retirement. (2014). Andersen, Torben ; Hermansen, Mikkel.
    In: Journal of Population Economics.
    RePEc:spr:jopoec:v:27:y:2014:i:3:p:825-840.

    Full description at Econpapers || Download paper

  158. Generational Risk--Is it a Big Deal?: Simulating an 80-Period OLG Model With Aggregate Shocks. (2014). Kotlikoff, Laurence ; Hasanhodzic, Jasmina .
    In: 2014 Meeting Papers.
    RePEc:red:sed014:627.

    Full description at Econpapers || Download paper

  159. Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios. (2014). Ruffino, Doriana.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-295.

    Full description at Econpapers || Download paper

  160. Les choix de portefeuille des épargnants sur le cycle boursier et le cycle de vie. (2014). Direr, Alexis ; Yayi, Eric .
    In: Économie et Statistique.
    RePEc:prs:ecstat:estat_0336-1454_2014_num_472_1_10493.

    Full description at Econpapers || Download paper

  161. Does Human Capital Risk Explain The Value Premium Puzzle?. (2014). Sylvain, Serginio.
    In: MPRA Paper.
    RePEc:pra:mprapa:54551.

    Full description at Econpapers || Download paper

  162. Retail Financial Advice: Does One Size Fit All?. (2014). Melzer, Brian ; Previtero, Alessandro ; Foerster, Stephen ; Linnainmaa, Juhani T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20712.

    Full description at Econpapers || Download paper

  163. Circumstantial Risk: Impact of Future Tax Evasion and Labor Supply Opportunities on Risk Exposure. (2014). Duncan, Denvil ; Doerrenberg, Philipp ; Zeppenfeld, Christopher .
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7917.

    Full description at Econpapers || Download paper

  164. Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth. (2014). Bodie, Zvi ; Briere, Marie.
    In: Post-Print.
    RePEc:hal:journl:hal-01492603.

    Full description at Econpapers || Download paper

  165. Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2014). Swanson, Eric.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-30.

    Full description at Econpapers || Download paper

  166. Risk Aversion and Financial Crisis. (2014). Guiso, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1412.

    Full description at Econpapers || Download paper

  167. The elephant in the ground: managing oil and sovereign wealth. (2014). Wills, Samuel ; van der Ploeg, Frederick (Rick) ; van den Bremer, Ton .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-62.

    Full description at Econpapers || Download paper

  168. Unemployment and portfolio choice: Does persistence matter?. (2014). Bremus, Franziska ; Kuzin, Vladimir .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:99-113.

    Full description at Econpapers || Download paper

  169. Who works for startups? The relation between firm age, employee age, and growth. (2014). Ouimet, Paige ; Zarutskie, Rebecca.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:112:y:2014:i:3:p:386-407.

    Full description at Econpapers || Download paper

  170. Integrating corporate ownership and pension fund structures: A general equilibrium approach. (2014). Ebrahim, M. Shahid ; ap Gwilym, Rhys ; Mathur, Ike.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:553-569.

    Full description at Econpapers || Download paper

  171. Competition of socially responsible and conventional mutual funds and its impact on fund performance. (2014). In, Francis ; Kim, Tong Suk ; Park, Raphael Jonghyeon .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:160-176.

    Full description at Econpapers || Download paper

  172. An analysis of risk-taking behavior for public defined benefit pension plans. (2014). Mohan, Nancy ; Zhang, Ting.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:403-419.

    Full description at Econpapers || Download paper

  173. Optimal portfolio choice for investors with industry-specific labor income risks. (2014). Wu, Yangru ; Tsai, Hui-Ju.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:4:p:429-436.

    Full description at Econpapers || Download paper

  174. The potential effect of US baby-boom retirees on stock returns. (2014). Kedar-Levy, Haim.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:106-121.

    Full description at Econpapers || Download paper

  175. Dynamic asset allocation when bequests are luxury goods. (2014). Kingston, Geoffrey ; Purcal, Sachi ; Ding, Jie.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:38:y:2014:i:c:p:65-71.

    Full description at Econpapers || Download paper

  176. Multiobjective Optimization of Financing Household Goals with Multiple Investment Programs. (2014). Feldman, Ukasz ; Pietrzyk, Radosaw ; Rokita, Pawe .
    In: Statistics in Transition new series.
    RePEc:csb:stintr:v:15:y:2014:i:2:p:243-268.

    Full description at Econpapers || Download paper

  177. A Reporting Standard for Defined Contribution Pension Plans. (2014). Nicodano, Giovanna ; Mens, Herialt ; Fano, Daniele ; de Van, Kees .
    In: CeRP Working Papers.
    RePEc:crp:wpaper:143.

    Full description at Econpapers || Download paper

  178. The Dynamics of Investment, Payout and Debt. (2014). Lambrecht, Bart ; Myers, Stewart C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9926.

    Full description at Econpapers || Download paper

  179. The Elephant in the Ground: Managing Oil and Sovereign Wealth. (2014). Wills, Samuel ; van der Ploeg, Frederick (Rick) ; van den Bremer, Ton .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10188.

    Full description at Econpapers || Download paper

  180. FLEXIBLE RETIREMENT. (2014). Vuuren, Daniel .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:28:y:2014:i:3:p:573-593.

    Full description at Econpapers || Download paper

  181. Time is money: Life cycle rational inertia and delegation of investment management. (2013). Mitchell, Olivia ; Kim, Hugh H. ; Maurer, Raimond.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201308.

    Full description at Econpapers || Download paper

  182. How family status and social security claiming options shape optimal life cycle portfolios. (2013). Mitchell, Olivia ; Hubener, Andreas ; Maurer, Raimond.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201307.

    Full description at Econpapers || Download paper

  183. Bridging Pensions to Cover the Income Gap Prior to Retirement. (2013). Horvath, Thomas ; Url, Thomas.
    In: WIFO Studies.
    RePEc:wfo:wstudy:46684.

    Full description at Econpapers || Download paper

  184. How does risk management influence production decisions? evidence from a field experiment. (2013). Vickery, James ; Gine, Xavier ; Cole, Shawn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6546.

    Full description at Econpapers || Download paper

  185. Locus of control and investment in risky assets. (2013). Salamanca, Nicolas ; Montizaan, Raymond ; Fouarge, Didier ; de Grip, Andries ; Fouarge D., ; Salamanca N., ; Montizaan R. M., .
    In: ROA Research Memorandum.
    RePEc:unm:umaror:2013016.

    Full description at Econpapers || Download paper

  186. How individuals react to defined benefit pension risk. (2013). Salamanca, Nicolas ; de Grip, Andries ; Salamanca N., ; Sleijpen O. C. H. M., .
    In: ROA Research Memorandum.
    RePEc:unm:umaror:2013015.

    Full description at Econpapers || Download paper

  187. Locus of control and investment in risky assets. (2013). Salamanca, Nicolas ; Montizaan, Raymond ; Fouarge, Didier ; de Grip, Andries ; Fouarge D., ; Salamanca N., ; Montizaan R. M., .
    In: Research Memorandum.
    RePEc:unm:umagsb:2013052.

    Full description at Econpapers || Download paper

  188. How individuals react to defined benefit pension risk. (2013). Salamanca, Nicolas ; de Grip, Andries ; Salamanca N., ; Sleijpen O. C. H. M., .
    In: Research Memorandum.
    RePEc:unm:umagsb:2013046.

    Full description at Econpapers || Download paper

  189. Life Cycle Uncertainty and Portfolio Choice Puzzles. (2013). Hong, Jay ; Chang, Yongsung ; Karabarbounis, Marios.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:595.

    Full description at Econpapers || Download paper

  190. Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2013). Swanson, Eric.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:1137.

    Full description at Econpapers || Download paper

  191. Asset allocation in private wealth management: Theory versus practice. (2013). Schroder, David.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:14:y:2013:i:3:d:10.1057_jam.2013.14.

    Full description at Econpapers || Download paper

  192. The Elephant in the Ground: Managing Oil and Sovereign Wealth. (2013). VAN DERPLOEG, RICK ; van den Bremer, Ton ; Wills, Samuel ; van der Ploeg, Rick.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:oxcarre-research-paper-129.

    Full description at Econpapers || Download paper

  193. Health and (Other) Asset Holdings. (2013). Pelgrin, Florian ; Hugonnier, Julien.
    In: Review of Economic Studies.
    RePEc:oup:restud:v:80:y:2013:i:2:p:663-710.

    Full description at Econpapers || Download paper

  194. Time is Money: Life Cycle Rational Inertia and Delegation of Investment Management. (2013). Mitchell, Olivia ; Kim, Hugh H. ; Maurer, Raimond.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19732.

    Full description at Econpapers || Download paper

  195. How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios. (2013). Mitchell, Olivia ; Hubener, Andreas ; Maurer, Raimond.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19583.

    Full description at Econpapers || Download paper

  196. Optimal life-cycle portfolios for heterogeneous workers. (2013). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina.
    In: Working Papers.
    RePEc:mib:wpaper:260.

    Full description at Econpapers || Download paper

  197. Deriving Optimal Portfolios for Hedging Housing Risk. (2013). Seiler, Michael ; Voicu, Cristian .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:3:p:379-396.

    Full description at Econpapers || Download paper

  198. Optimal investment, consumption–leisure, insurance and retirement choice. (2013). Perera, Ryle .
    In: Annals of Finance.
    RePEc:kap:annfin:v:9:y:2013:i:4:p:689-723.

    Full description at Econpapers || Download paper

  199. Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies. (2013). Munk, Claus ; Bick, Bjorn ; Kraft, Holger.
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:2:p:485-503.

    Full description at Econpapers || Download paper

  200. Housing Choices and Labor Income Risk. (2013). Jansson, Thomas .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0272.

    Full description at Econpapers || Download paper

  201. Who works for startups? The relation between firm age, employee age, and growth. (2013). Zarutskie, Rebecca ; Ouimet, Paige.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-75.

    Full description at Econpapers || Download paper

  202. The LeChatelier principle for changes in risk. (2013). Nocetti, Diego.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:49:y:2013:i:6:p:460-466.

    Full description at Econpapers || Download paper

  203. Optimal retirement with unemployment risks. (2013). Jang, Bong-Gyu ; Rhee, Yuna ; Park, Seyoung .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3585-3604.

    Full description at Econpapers || Download paper

  204. Household Finance: An Emerging Field. (2013). Guiso, Luigi ; Sodini, Paolo .
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1397-1532.

    Full description at Econpapers || Download paper

  205. Life cycle asset allocation in the presence of housing and tax-deferred investing. (2013). Sebastian, Steffen ; Schaefer, Alexander ; Marekwica, Marcel .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:6:p:1110-1125.

    Full description at Econpapers || Download paper

  206. Asset allocation over the life cycle: How much do taxes matter?. (2013). Munk, Claus ; Fischer, Marcel ; Kraft, Holger.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:11:p:2217-2240.

    Full description at Econpapers || Download paper

  207. What drives pension indexation in turbulent times? An empirical examination of Dutch pension funds. (2013). Broeders, Dirk ; Rijsbergen, David ; Hilbers, Paul .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:368.

    Full description at Econpapers || Download paper

  208. Sovereign Wealth and Risk Management. A New Framework for Optimal Asset Allocation of Sovereign Wealth. (2013). Briere, Marie ; Bodie, Zvi.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7874.

    Full description at Econpapers || Download paper

  209. Asset Market Participation and Portfolio Choice over the Life Cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9691.

    Full description at Econpapers || Download paper

  210. A BSDE approach to risk-based asset allocation of pension funds with regime switching. (2012). Siu, Tak Kuen.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:201:y:2012:i:1:p:449-473:10.1007/s10479-012-1211-5.

    Full description at Econpapers || Download paper

  211. The Money Value of a Man. (2012). Kaplan, Greg ; Huggett, Mark.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-014.

    Full description at Econpapers || Download paper

  212. Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?. (2012). Reuter, Jonathan ; Balduzzi, Pierluigi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17886.

    Full description at Econpapers || Download paper

  213. Implicaciones del consumo y de la flexibilidad de la oferta laboral en el bienestar de los partícipes de planes de pensiones del Sistema de Empleo/Implications of Consumption and Labor Supply Flexibi. (2012). Pelaez, Francisco J ; Gomez, Jesus M ; GONZaLEZ, ANA GARCiA .
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:30_3_6.

    Full description at Econpapers || Download paper

  214. Financial Sophistication and Housing Leverage Among Older Households. (2012). Finke, Michael ; Huston, Sandra ; Smith, Hyrum .
    In: Journal of Family and Economic Issues.
    RePEc:kap:jfamec:v:33:y:2012:i:3:p:315-327.

    Full description at Econpapers || Download paper

  215. Aging and Household Stockholdings: Evidence from Japanese Household Survey Data. (2012). Shioji, Etsuro ; Hirakata, Naohisa ; Fujiki, Hiroshi.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:12-e-17.

    Full description at Econpapers || Download paper

  216. The Money Value of a Man. (2012). Kaplan, Greg ; Huggett, Mark.
    In: Working Papers.
    RePEc:hka:wpaper:2012-009.

    Full description at Econpapers || Download paper

  217. The Money Value of a Man. (2012). Kaplan, Greg ; Huggett, Mark.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~12-12-02.

    Full description at Econpapers || Download paper

  218. Hedging labor income risk. (2012). Parlour, Christine ; Jansson, Thomas ; Betermier, Sebastien ; Walden, Johan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:3:p:622-639.

    Full description at Econpapers || Download paper

  219. Equilibrium in securities markets with heterogeneous investors and unspanned income risk. (2012). Munk, Claus ; Christensen, Peter Ove ; Larsen, Kasper.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:3:p:1035-1063.

    Full description at Econpapers || Download paper

  220. Variable annuities and the option to seek risk: Why should you diversify?. (2012). Mahayni, Antje ; Schneider, Judith C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:9:p:2417-2428.

    Full description at Econpapers || Download paper

  221. Risky asset allocation and consumption rule in the presence of background risk and insurance markets. (2012). Lu, Jin-Ray ; Lin, Wen-chang .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:1:p:150-158.

    Full description at Econpapers || Download paper

  222. Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis. (2012). Fang, Yi.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:4:p:528-547.

    Full description at Econpapers || Download paper

  223. Fair demographic risk sharing in defined contribution pension systems. (2012). Gabay, Daniel ; Grasselli, Martino.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:4:p:657-669.

    Full description at Econpapers || Download paper

  224. The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts. (2012). Munk, Claus ; Larsen, Linda Sandris .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:2:p:266-293.

    Full description at Econpapers || Download paper

  225. Household Finance: An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8934.

    Full description at Econpapers || Download paper

  226. Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios. (2012). Ruffino, Doriana.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:252.

    Full description at Econpapers || Download paper

  227. Solvency analysis of defined benefit pension schemes. (2012). Piscopo, Gabriella ; Devolder, Pierre.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2012030.

    Full description at Econpapers || Download paper

  228. Risk Sharing and Individual Lifecycle Investing in Funded Collective Pensions. (2011). Ponds, Eduard ; Ponds, E. H. M., ; Molenaar, R.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:b036a69d-317f-41c5-9581-f56b93259fe8.

    Full description at Econpapers || Download paper

  229. A Cohort-Specific Approach to Retirement Savings. (2011). Schumacher, Johannes ; Ponds, Eduard ; Ponds, E. H. M., ; Timmermans, S.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:9f3040ab-8dd3-4eeb-b45a-6bf1792dd479.

    Full description at Econpapers || Download paper

  230. Retirement Flexibility and Portfolio Choice. (2011). Meijdam, A C ; Bonenkamp, J ; Adema, Y.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1c3af8c2-1351-4249-b296-960eaa9b559f.

    Full description at Econpapers || Download paper

  231. Retirement Flexibility and Portfolio Choice. (2011). Meijdam, Lex ; Adema, Yvonne ; Bonenkamp, J..
    In: Discussion Paper.
    RePEc:tiu:tiucen:1c3af8c2-1351-4249-b296-960eaa9b559f.

    Full description at Econpapers || Download paper

  232. Retirement Flexibility and Portfolio Choice in General Equilibrium. (2011). Meijdam, Lex ; Adema, Yvonne ; Bonenkamp, Jan .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110038.

    Full description at Econpapers || Download paper

  233. Optimal Portfolio Choice with Wage-Indexed Social Security. (2011). Smetters, Kent ; Li, Jialun .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17025.

    Full description at Econpapers || Download paper

  234. Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility. (2011). Nocetti, Diego ; Smith, William T..
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:43:y:2011:i:7:p:1475-1504.

    Full description at Econpapers || Download paper

  235. Risk Taking with Additive and Multiplicative Background Risks. (2011). Schlesinger, Harris ; Franke, Günter ; Stapleton, Richard C..
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1125.

    Full description at Econpapers || Download paper

  236. Differentiating Indexation in Dutch Pension Funds. (2011). Bucciol, Alessandro ; Beetsma, Roel.
    In: De Economist.
    RePEc:kap:decono:v:159:y:2011:i:3:p:323-360.

    Full description at Econpapers || Download paper

  237. Optimal Housing, Consumption, and Investment Decisions over the Life Cycle. (2011). Munk, Claus ; Kraft, Holger.
    In: Management Science.
    RePEc:inm:ormnsc:v:57:y:2011:i:6:p:1025-1041.

    Full description at Econpapers || Download paper

  238. Hedging Labor Income Risk. (2011). Parlour, Christine A. ; Jansson, Thomas ; Betermier, Sebastien ; Walden, Johan.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0255.

    Full description at Econpapers || Download paper

  239. Risk taking with additive and multiplicative background risks. (2011). Schlesinger, Harris ; Franke, Günter ; Stapleton, Richard C..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:4:p:1547-1568.

    Full description at Econpapers || Download paper

  240. Investment horizon effect on asset allocation between value and growth strategies. (2011). Gencay, Ramazan ; In, Francis ; Kim, Sangbae ; Genay, Ramazan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1489-1497.

    Full description at Econpapers || Download paper

  241. Risk premia in general equilibrium. (2011). Posch, Olaf.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:9:p:1557-1576.

    Full description at Econpapers || Download paper

  242. Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts. (2011). Mitchell, Olivia ; Maurer, Raimond ; Horneff, Wolfram ; Chai, Jingjing .
    In: Working Papers.
    RePEc:ecl:upafin:11-43.

    Full description at Econpapers || Download paper

  243. Retirement Flexibility and Portfolio Choice. (2011). Meijdam, Lex ; Adema, Yvonne ; Bonenkamp, Jan .
    In: CPB Discussion Paper.
    RePEc:cpb:discus:182.

    Full description at Econpapers || Download paper

  244. Sovereign Wealth Fund Portfolios. (2011). Morse, Adair ; Dyck, Alexander.
    In: Working Papers.
    RePEc:bfi:wpaper:2011-003.

    Full description at Econpapers || Download paper

  245. Optimal life cycle portfolio choice with housing market cycles. (2010). Marekwica, Marcel ; Stamos, Michael Z..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201021.

    Full description at Econpapers || Download paper

  246. Differentiating Indexation in Dutch Pension Funds. (2010). Bucciol, Alessandro ; Beetsma, Roel.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100128.

    Full description at Econpapers || Download paper

  247. Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369.

    Full description at Econpapers || Download paper

  248. A closed-form solution for the continuous-time consumption model with endogenous labor income. (2010). Zhang, Aihua.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:33:y:2010:i:2:p:149-167.

    Full description at Econpapers || Download paper

  249. Individuals Uncertainty about Future Social Security Benefits and Portfolio Choice. (2010). Rohwedder, Susann ; Delavande, Adeline.
    In: Working Papers.
    RePEc:ran:wpaper:wr-782.

    Full description at Econpapers || Download paper

  250. Individuals Uncertainty about Future Social Security Benefits and Portfolio Choice. (2010). Delavande, Adeline.
    In: Working Papers.
    RePEc:ran:wpaper:782.

    Full description at Econpapers || Download paper

  251. Why Do Household Portfolio Shares Rise in Wealth?. (2010). Yogo, Motohiro ; Wachter, Jessica.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:23:y:2010:i:11:p:3929-3965.

    Full description at Econpapers || Download paper

  252. Why Do Household Portfolio Shares Rise in Wealth?. (2010). Yogo, Motohiro ; Wachter, Jessica.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16316.

    Full description at Econpapers || Download paper

  253. Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios. (2010). Sodini, Paolo ; Calvet, Laurent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15859.

    Full description at Econpapers || Download paper

  254. Optimal retirement benefit guarantees. (2010). Panageas, Stavros.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15805.

    Full description at Econpapers || Download paper

  255. How to Share Our Risks Efficiently? Principles for Optimal Social Insurance and Pension Provision. (2010). Teulings, C. N..
    In: De Economist.
    RePEc:kap:decono:v:158:y:2010:i:1:p:1-21.

    Full description at Econpapers || Download paper

  256. JOB SECURITY AND PERSONAL INVESTMENT PORTFOLIO. (2010). Xie, Yan Alice ; Qi, Howard.
    In: Global Journal of Business Research.
    RePEc:ibf:gjbres:v:4:y:2010:i:1:p:17-27.

    Full description at Econpapers || Download paper

  257. Employees investment behaviors in a company based savings plan. (2010). Rapp, Thomas ; Aubert, Nicolas.
    In: Post-Print.
    RePEc:hal:journl:halshs-00454018.

    Full description at Econpapers || Download paper

  258. Dynamic asset allocation with stochastic income and interest rates. (2010). Munk, Claus ; Sorensen, Carsten .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:3:p:433-462.

    Full description at Econpapers || Download paper

  259. Lifetime consumption and investment: Retirement and constrained borrowing. (2010). Liu, Hong ; Dybvig, Philip.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:3:p:885-907.

    Full description at Econpapers || Download paper

  260. Intergenerational risk sharing and labour supply in collective funded pension schemes with defined benefits. (2010). Noordman, Herman ; Minne, Bert.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:151.rdf.

    Full description at Econpapers || Download paper

  261. Risk Premia in General Equilibrium. (2010). Posch, Olaf.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3131.

    Full description at Econpapers || Download paper

  262. Household Interest Rate Risk Management. (2010). Van Hemert, Otto .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:38:y:2010:i:3:p:467-505.

    Full description at Econpapers || Download paper

  263. Portfolio Choice under Uncertain Lifetime. (2010). Bommier, Antoine.
    In: Journal of Public Economic Theory.
    RePEc:bla:jpbect:v:12:y:2010:i:1:p:57-73.

    Full description at Econpapers || Download paper

  264. Temperance in Stock Market Participation: Evidence from France. (2010). Oliver, Xisco ; Calvo Pardo, Hector ; Arrondel, Luc.
    In: Economica.
    RePEc:bla:econom:v:77:y:2010:i:306:p:314-333.

    Full description at Econpapers || Download paper

  265. Asset allocation and age effects in retirement savings choices. (2010). Speelman, Craig ; Gerrans, Paul ; Clark-Murphy, Marilyn .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:50:y:2010:i:2:p:301-319.

    Full description at Econpapers || Download paper

  266. The Macroeconomic Role of Investment Funds and the Earnings Prospects of Long-term Share Investments. (2009). Url, Thomas.
    In: WIFO Studies.
    RePEc:wfo:wstudy:37583.

    Full description at Econpapers || Download paper

  267. Analysing the c-minus-age strategy for life-cycle investing. (2009). Lai, Christine .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:7:p:711-718.

    Full description at Econpapers || Download paper

  268. Age, investing horizon and asset allocation. (2009). Dow, James.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:33:y:2009:i:4:p:422-436.

    Full description at Econpapers || Download paper

  269. A stochastic programming approach for multi-period portfolio optimization. (2009). Geyer, Alois ; Hanke, Michael ; Weissensteiner, Alex.
    In: Computational Management Science.
    RePEc:spr:comgts:v:6:y:2009:i:2:p:187-208.

    Full description at Econpapers || Download paper

  270. Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets. (2009). Yogo, Motohiro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15307.

    Full description at Econpapers || Download paper

  271. Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts. (2009). Mitchell, Olivia ; Chai, Jingjing ; Horneff, Wolfram ; Maurer, Raimond.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15079.

    Full description at Econpapers || Download paper

  272. Developments in pension reform: the case of Dutch stand-alone collective pension schemes. (2009). Bovenberg, Lans ; Nijman, Theo .
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:16:y:2009:i:4:p:443-467.

    Full description at Econpapers || Download paper

  273. Decision Support for Retirement Portfolio Management: Overcoming Myopic Loss Aversion via Technology Design. (2009). Hardin, Andrew M. ; Looney, Clayton Arlen .
    In: Management Science.
    RePEc:inm:ormnsc:v:55:y:2009:i:10:p:1688-1703.

    Full description at Econpapers || Download paper

  274. Household Asset Portfolio Diversification: Evidence from the Household, Income and Labour Dynamics in Australia (HILDA) Survey. (2009). Worthington, Andrew.
    In: Discussion Papers in Finance.
    RePEc:gri:fpaper:finance:200908.

    Full description at Econpapers || Download paper

  275. Health and the savings of insured versus uninsured, working-age households in the U.S.. (2009). Hartley, Jonathan ; Toussaint-Comeau, Maude.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-09-23.

    Full description at Econpapers || Download paper

  276. Asset allocation and location over the life cycle with investment-linked survival-contingent payouts. (2009). Mitchell, Olivia ; Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1688-1699.

    Full description at Econpapers || Download paper

  277. Time diversification: Definitions and some closed-form solutions. (2009). Chung, Kee H. ; Smith, William T. ; Wu, Tao L..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:6:p:1101-1111.

    Full description at Econpapers || Download paper

  278. Efficient portfolios when housing needs change over the life cycle. (2009). Weber, Guglielmo ; Pelizzon, Loriana.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2110-2121.

    Full description at Econpapers || Download paper

  279. Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland. (2009). Wanzenried, Gabrielle ; Drobetz, Wolfgang ; Kugler, Peter ; Zimmermann, Heinz.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:1-2:p:84-93.

    Full description at Econpapers || Download paper

  280. The asset location puzzle: Taxes matter. (2009). Zhou, Jie.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:955-969.

    Full description at Econpapers || Download paper

  281. Changes in Equity Investment of Japans Households After the Introduction of Defined Contribution Plans. (2009). Nakashima, Kunio ; Kitamura, Tomoki .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00286.

    Full description at Econpapers || Download paper

  282. Efectos del sistema multifondos en el Régimen de Ahorro Individual en Colombia. (2009). Carlos Andres Hernandez Garcia, .
    In: REVISTA DE ECONOMÍA DEL ROSARIO.
    RePEc:col:000151:008800.

    Full description at Econpapers || Download paper

  283. Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp0918.

    Full description at Econpapers || Download paper

  284. Income Risk and Portfolio Choice: An Empirical Study. (2009). ANGERER, XIAOHONG ; Lam, Pok-sang.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:64:y:2009:i:2:p:1037-1055.

    Full description at Econpapers || Download paper

  285. Stochastic Growth and Factor Income Risk. (2009). Clemens, Christiane.
    In: German Economic Review.
    RePEc:bla:germec:v:10:y:2009:i:4:p:422-447.

    Full description at Econpapers || Download paper

  286. Stockholding: Does housing wealth matter?. (2009). Savignac, Frédérique ; Arrondel, Luc.
    In: Working papers.
    RePEc:bfr:banfra:266.

    Full description at Econpapers || Download paper

  287. Human Capital, Asset Allocation, and Life Insurance. (2008). Milevsky, Moshe ; Zhu, Xingnong ; Ibbotson, Roger ; Chen, Peng.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2513.

    Full description at Econpapers || Download paper

  288. Risk-based supervision of pension funds : a review of international experience and preliminary assessment of the first outcomes. (2008). Brunner, Gregory ; Rocha, Roberto ; Hinz, Richard .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4491.

    Full description at Econpapers || Download paper

  289. Life-cycle Investing and Leverage: Buying Stock on Margin Can Reduce Retirement Risk. (2008). Nalebuff, Barry ; Ayres, Ian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14094.

    Full description at Econpapers || Download paper

  290. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Mitchell, Olivia ; Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14055.

    Full description at Econpapers || Download paper

  291. Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds. (2008). Viceira, Luis ; Kotlikoff, Laurence ; Gomes, Francisco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13966.

    Full description at Econpapers || Download paper

  292. Deferred Annuities and Strategic Asset Allocation. (2008). Maurer, Raimond H. ; Horneff, Wolfram J..
    In: Working Papers.
    RePEc:mrr:papers:wp178.

    Full description at Econpapers || Download paper

  293. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H. ; Mitchel, Olivia S..
    In: Working Papers.
    RePEc:mrr:papers:wp177.

    Full description at Econpapers || Download paper

  294. Developing an Ownership Culture with Employee Share Purchase Plans : Evidence from France. (2008). Aubert, Nicolas.
    In: Post-Print.
    RePEc:hal:journl:halshs-00454021.

    Full description at Econpapers || Download paper

  295. Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds. (2008). Noureldin, Diaa ; Moutanabbir, Khouzeima.
    In: Working Papers.
    RePEc:erg:wpaper:1172.

    Full description at Econpapers || Download paper

  296. Heterogeneity, adverse selection and valuation with endogenous labor supply. (2008). Bianconi, Marcelo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:17:y:2008:i:1:p:113-126.

    Full description at Econpapers || Download paper

  297. Intergenerational risk-sharing and risk-taking of a pension fund. (2008). Gollier, Christian.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:92:y:2008:i:5-6:p:1463-1485.

    Full description at Econpapers || Download paper

  298. Misinformed and informed asset allocation decisions of self-directed retirement plan members. (2008). Bhandari, Gokul ; Deaves, Richard .
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:29:y:2008:i:4:p:473-490.

    Full description at Econpapers || Download paper

  299. Portfolio choice and mortality-contingent claims: The general HARA case. (2008). Huang, Huaxiong ; Milevsky, Moshe A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2444-2452.

    Full description at Econpapers || Download paper

  300. Constrained labor supply and risk-aversion. (2008). Drewianka, Scott .
    In: Economics Letters.
    RePEc:eee:ecolet:v:101:y:2008:i:2:p:130-133.

    Full description at Econpapers || Download paper

  301. Life-cycle asset allocation with annuity markets. (2008). Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:11:p:3590-3612.

    Full description at Econpapers || Download paper

  302. Optimal life cycle investment with pay-as-you-go pension schemes: a portfolio approach. (2008). Heeringa, Willem.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:168.

    Full description at Econpapers || Download paper

  303. Les salariés actionnaires:pourquoi investissent-ils dans leur entreprise?. (2008). Rapp, Thomas ; Aubert, Nicolas.
    In: Revue Finance Contrôle Stratégie.
    RePEc:dij:revfcs:v:11:y:2008:i:q4:p:87-110.

    Full description at Econpapers || Download paper

  304. Property Insurance, Portfolio Selection and their Interdependence. (2008). Chang, Fwu-Ranq.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2260.

    Full description at Econpapers || Download paper

  305. OPTIMAL PORTFOLIO, CONSUMPTION-LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY. (2008). Shim, Gyoocheol ; Shin, Yong Hyun ; Choi, Kyoung Jin.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:18:y:2008:i:3:p:445-472.

    Full description at Econpapers || Download paper

  306. Portfolio Choice and Life Insurance: The CRRA Case. (2008). Huang, Huaxiong ; Milevsky, Moshe A. ; Wang, Jin.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:75:y:2008:i:4:p:847-872.

    Full description at Econpapers || Download paper

  307. Efficient Portfolios when Housing Needs Change over the Life-Cycle. (2007). Weber, Guglielmo ; Pelizzon, Loriana.
    In: Working Papers.
    RePEc:ven:wpaper:2007_31.

    Full description at Econpapers || Download paper

  308. Saving and investing over the life cycle and the role of collective pension funds. (2007). Teulings, C. N. ; Bovenberg, A. L. ; Nijman, T. E. ; Koijen, R. S. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:6eab1341-eda5-4f21-8c06-8a235fd1d905.

    Full description at Econpapers || Download paper

  309. The Recent Evolution of Pension Funds in the Netherlands : The trend to Hybrid DB-DC Plans and Beyond. (2007). Ponds, Eduard ; van Riel, B ; Ponds, E. H. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:678caf10-ac76-49a4-a7ff-5e02edd5fe85.

    Full description at Econpapers || Download paper

  310. Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases. (2007). Scaillet, Olivier ; Menoncin, Francesco ; Battocchio, Paolo .
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:152:y:2007:i:1:p:141-165:10.1007/s10479-006-0144-2.

    Full description at Econpapers || Download paper

  311. Optimal Retirement Benefit Guarantees. (2007). Panageas, Stavros .
    In: 2007 Meeting Papers.
    RePEc:red:sed007:172.

    Full description at Econpapers || Download paper

  312. Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
    In: Review of Economic Dynamics.
    RePEc:red:issued:06-70.

    Full description at Econpapers || Download paper

  313. Efficient Portfolios when Housing Needs Change over the Life-Cycle. (2007). Weber, Guglielmo ; Pelizzon, Loriana.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0037.

    Full description at Econpapers || Download paper

  314. Optimal Portfolio Choice and Investment in Education. (2007). Matsen, Egil ; Lindset, Snorre.
    In: Working Paper Series.
    RePEc:nst:samfok:8707.

    Full description at Econpapers || Download paper

  315. Strategic asset allocation for a country: the Norwegian case. (2007). Døskeland, Trond ; Dskeland, Trond.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:2:p:167-201.

    Full description at Econpapers || Download paper

  316. Optimal Risk Taking with Flexible Income. (2007). Cvitanic, Jaksa ; Zapatero, Fernando ; Goukasian, Levon ; Jakša Cvitani'{c}, .
    In: Management Science.
    RePEc:inm:ormnsc:v:53:y:2007:i:10:p:1594-1603.

    Full description at Econpapers || Download paper

  317. Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund. (2007). Gollier, Christian.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:4415.

    Full description at Econpapers || Download paper

  318. Stock Market Participation: New Empirical Evidence from Italian HouseholdsBehavior. (2007). Magi, Alessandro ; Gardini, Attilio .
    In: Giornale degli Economisti.
    RePEc:gde:journl:gde_v66_n1_p93-114.

    Full description at Econpapers || Download paper

  319. Life-Cycle Models, Economic Puzzles and Temptation Preferences. (2007). Bucciol, Alessandro.
    In: Giornale degli Economisti.
    RePEc:gde:journl:gde_v66_n1_p115-144.

    Full description at Econpapers || Download paper

  320. The theory of life-cycle saving and investing. (2007). Treussard, Jonathan ; Bodie, Zvi ; Willen, Paul.
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:07-3.

    Full description at Econpapers || Download paper

  321. Portfolio choice beyond the traditional approach. (2007). Penaranda, Francisco .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24481.

    Full description at Econpapers || Download paper

  322. Saving and investing for early retirement: A theoretical analysis. (2007). Panageas, Stavros ; Farhi, Emmanuel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:83:y:2007:i:1:p:87-121.

    Full description at Econpapers || Download paper

  323. Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund. (2007). Gollier, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1969.

    Full description at Econpapers || Download paper

  324. Resuscitating The Businessman Risk: A Rationale For Familiarity-Based Portfolios. (2007). Ruffino, Doriana.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-037.

    Full description at Econpapers || Download paper

  325. All Guts, No Glory: Trading and Diversification among Online Investors. (2007). Anderson, Anders.
    In: European Financial Management.
    RePEc:bla:eufman:v:13:y:2007:i:3:p:448-471.

    Full description at Econpapers || Download paper

  326. .

    Full description at Econpapers || Download paper

  327. .

    Full description at Econpapers || Download paper

  328. Financial Risk Taking by Age and Birth Cohort. (2006). Jianakoplos, Nancy ; Bernasek, Alexandra.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:72:y:2006:i:4:p:981-1001.

    Full description at Econpapers || Download paper

  329. Optimal Portfolio Choice with Annuitization. (2006). Werker, B. J. M., ; Nijman, T E ; Koijen, R. S. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:e0ee89d5-4a5f-4c70-a7ee-d2c329db1a83.

    Full description at Econpapers || Download paper

  330. Pension Systems and the Allocation of Macroeconomic Risk. (2006). Uhlig, H. F. H. V. S., ; Bovenberg, A L.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:96f86a91-524a-4fb8-b455-64de095dcff5.

    Full description at Econpapers || Download paper

  331. Optimal Portfolio Choice with Annuitization. (2006). Werker, Bas ; Nijman, Theo ; Koijen, R. S. J., ; Werker, B. J. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:e0ee89d5-4a5f-4c70-a7ee-d2c329db1a83.

    Full description at Econpapers || Download paper

  332. Pension Systems and the Allocation of Macroeconomic Risk. (2006). Uhlig, Harald ; Bovenberg, Lans ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:96f86a91-524a-4fb8-b455-64de095dcff5.

    Full description at Econpapers || Download paper

  333. Trade Policy and Risk Diversification. (2006). Pfeffer, Barbara.
    In: Volkswirtschaftliche Diskussionsbeiträge.
    RePEc:sie:siegen:126-06.

    Full description at Econpapers || Download paper

  334. OPTIMAL PORTFOLIOS IN DEFINED CONTRIBUTION PENSION SYSTEMS. (2006). Walker, Eduardo.
    In: Abante.
    RePEc:pch:abante:v:9:y:2006:i:2:p:99-129.

    Full description at Econpapers || Download paper

  335. The Roles of Temptation and Social Security in Explaining Individual Behavior. (2006). Bucciol, Alessandro.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0032.

    Full description at Econpapers || Download paper

  336. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000005.

    Full description at Econpapers || Download paper

  337. Illiquid Assets and Optimal Portfolio Choice. (2006). Tebaldi, Claudio ; Schwartz, Eduardo S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12633.

    Full description at Econpapers || Download paper

  338. A Bound on Risk Aversion Using Labor Supply Elasticities. (2006). Chetty, Raj.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12067.

    Full description at Econpapers || Download paper

  339. Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?. (2006). Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: Working Papers.
    RePEc:mrr:papers:wp146.

    Full description at Econpapers || Download paper

  340. Retirement Savings Portfolio Management. (2006). Dominitz, Jeff ; Hung, Angela .
    In: Working Papers.
    RePEc:mrr:papers:wp138.

    Full description at Econpapers || Download paper

  341. Spending rules for endowment funds. (2006). Ogunc, Kurtay ; Bajeux-Besnainou, Isabelle .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:27:y:2006:i:1:p:93-107.

    Full description at Econpapers || Download paper

  342. Pension Sytems and the Allocation of Macroeconomic Risk. (2006). Uhlig, Harald ; Bovenberg, Lans.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-066.

    Full description at Econpapers || Download paper

  343. Life-cycle personal accounts proposal for Social Security: An evaluation of President Bushs proposal. (2006). Shiller, Robert.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:28:y:2006:i:4:p:427-444.

    Full description at Econpapers || Download paper

  344. As time goes by: An investigation of how asset allocation varies with investor age. (2006). Summers, Barbara ; Hudson, Robert ; Duxbury, Darren ; Keasey, Kevin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:91:y:2006:i:2:p:210-214.

    Full description at Econpapers || Download paper

  345. Equilibrium consumption and precautionary savings in a stochastically growing economy. (2006). Turnovsky, Stephen J ; Smith, William T..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:2:p:243-278.

    Full description at Econpapers || Download paper

  346. Pension Systems and the Allocation of Macroeconomic Risk. (2006). Uhlig, Harald ; Bovenberg, Lans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5949.

    Full description at Econpapers || Download paper

  347. A small stochastic model of a pension fund with endogenous saving. (2006). Bonenkamp, Jan ; van de Ven, Martijn.
    In: CPB Memorandum.
    RePEc:cpb:memodm:168.

    Full description at Econpapers || Download paper

  348. Demographischer Wandel und internationale Finanzmärkte. (2006). Fehr, Hans ; Jokisch, Sabine .
    In: Perspektiven der Wirtschaftspolitik.
    RePEc:bla:perwir:v:7:y:2006:i:4:p:501-517.

    Full description at Econpapers || Download paper

  349. Portfolio Choice in the Presence of Non‐Tradable Income: An Experimental Analysis. (2006). Weber, Martin ; Klos, Alexander.
    In: German Economic Review.
    RePEc:bla:germec:v:7:y:2006:i:4:p:427-448.

    Full description at Econpapers || Download paper

  350. A New Method of Estimating Risk Aversion. (2006). Chetty, Raj.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:5:p:1821-1834.

    Full description at Econpapers || Download paper

  351. The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation. (2005). Shiller, Robert.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2535.

    Full description at Econpapers || Download paper

  352. Aging and Asset Prices. (2005). Ludwig, Alexander ; Borsch-Supan, Axel ; Sommer, Mathias .
    In: Sonderforschungsbereich 504 Publications.
    RePEc:xrs:sfbmaa:07-29.

    Full description at Econpapers || Download paper

  353. Human Capital and Popular Investment Advice. (2005). boyle, glenn ; Guthrie, Graeme.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:3867.

    Full description at Econpapers || Download paper

  354. Human Capital and Popular Investment Advice. (2005). Guthrie, Graeme ; Boyle, Glenn.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:18962.

    Full description at Econpapers || Download paper

  355. Elimination of the Foreign Property Rule on Tax Deferred Savings Plans. (2005). FRIED, JOEL .
    In: University of Western Ontario, Economic Policy Research Institute Working Papers.
    RePEc:uwo:epuwoc:20055.

    Full description at Econpapers || Download paper

  356. The Life-Cycle Personal Accounts Proposal for Social Security: A Review. (2005). Shiller, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11300.

    Full description at Econpapers || Download paper

  357. 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.

    Full description at Econpapers || Download paper

  358. Aging and asset prices. (2005). Ludwig, Alexander ; Borsch-Supan, Axel ; Sommer, Mathias .
    In: Papers.
    RePEc:mnh:spaper:2571.

    Full description at Econpapers || Download paper

  359. Market Oganization and the prices of financial Assets. (2005). Constantinides, George.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:49.

    Full description at Econpapers || Download paper

  360. Does Flexibility Enhance Risk Tolerance?. (2005). Gollier, Christian.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:4589.

    Full description at Econpapers || Download paper

  361. Optimal Portfolio Management for Individual Pension Plans. (2005). Gollier, Christian.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:2864.

    Full description at Econpapers || Download paper

  362. Labor Supply and Saving under Uncertainty. (2005). Flodén, Martin.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0597.

    Full description at Econpapers || Download paper

  363. Borrowing costs and the demand for equity over the life cycle. (2005). Kubler, Felix ; Davis, Steven ; Willen, Paul.
    In: Working Papers.
    RePEc:fip:fedbwp:05-7.

    Full description at Econpapers || Download paper

  364. The stock market and cross country differences in relative prices. (2005). Larrain, Borja.
    In: Working Papers.
    RePEc:fip:fedbwp:05-6.

    Full description at Econpapers || Download paper

  365. Explicit solutions to an optimal portfolio choice problem with stochastic income. (2005). Henderson, Vicky.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:7:p:1237-1266.

    Full description at Econpapers || Download paper

  366. The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation. (2005). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1504.

    Full description at Econpapers || Download paper

  367. Optimal Portfolio Management for Individual Pension Plans. (2005). Gollier, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1394.

    Full description at Econpapers || Download paper

  368. A Habit-Based Explanation of the Exchange Rate Risk Premium. (2005). Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-032.

    Full description at Econpapers || Download paper

  369. GLOBAL AGING - Issues, Answers, More Questions. (2004). Borsch-Supan, Axel.
    In: Sonderforschungsbereich 504 Publications.
    RePEc:xrs:sfbmaa:07-28.

    Full description at Econpapers || Download paper

  370. The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply. (2004). Bianconi, Marcelo.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0413.

    Full description at Econpapers || Download paper

  371. Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply. (2004). Bianconi, Marcelo.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0412.

    Full description at Econpapers || Download paper

  372. A diffusive wander through human life. (2004). Milevsky, Moshe .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:4:y:2004:i:2:p:21-23.

    Full description at Econpapers || Download paper

  373. Awareness and Stock Market Participation. (2004). Jappelli, Tullio ; Guiso, Luigi.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:110.

    Full description at Econpapers || Download paper

  374. Mesurer les préférences individuelles à légard du risque. (2004). Arrondel, Luc ; Masson, Andre ; Verger, Daniel .
    In: Économie et Statistique.
    RePEc:prs:ecstat:estat_0336-1454_2004_num_374_1_7247.

    Full description at Econpapers || Download paper

  375. Global Aging: Issues, Answers, More Questions. (2004). Borsch-Supan, Axel.
    In: Working Papers.
    RePEc:mrr:papers:wp084.

    Full description at Econpapers || Download paper

  376. Portfolio choice in the presence of nontradeable income : an experimental analysis. (2004). Weber, Martin ; Klos, Alexander .
    In: Papers.
    RePEc:mnh:spaper:2743.

    Full description at Econpapers || Download paper

  377. Global aging : issues, answers, more questions. (2004). Borsch-Supan, Axel.
    In: Papers.
    RePEc:mnh:spaper:2570.

    Full description at Econpapers || Download paper

  378. Global Aging: Issues, Answers, More Questions. (2004). Borsch-Supan, Axel.
    In: MEA discussion paper series.
    RePEc:mea:meawpa:04055.

    Full description at Econpapers || Download paper

  379. Growth and Labor Income Risk with Inelastic and Elastic Labor Supply. (2004). Clemens, Christiane.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-305.

    Full description at Econpapers || Download paper

  380. Individual financial decisions in retirement saving plans: the role of participant-direction. (2004). Papke, Leslie.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:88:y:2004:i:1-2:p:39-61.

    Full description at Econpapers || Download paper

  381. Portfolio choice and health status. (2004). Wu, Stephen ; Rosen, Harvey.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:72:y:2004:i:3:p:457-484.

    Full description at Econpapers || Download paper

  382. Selling company shares to reluctant employees: France Telecoms experience. (2004). Jenter, Dirk ; Degeorge, Francois ; Moel, Alberto ; Tufano, Peter.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:71:y:2004:i:1:p:169-202.

    Full description at Econpapers || Download paper

  383. Optimal consumption-portfolio choices and retirement planning. (2004). Bodie, Zvi ; Detemple, Jerome B. ; Otruba, Susanne ; Walter, Stephan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:6:p:1115-1148.

    Full description at Econpapers || Download paper

  384. Demographics, Stock Market Flows, and Stock Returns. (2004). Goyal, Amit.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:39:y:2004:i:01:p:115-142_00.

    Full description at Econpapers || Download paper

  385. Generational Accounting, Solidarity and Pension Losses. (2004). Teulings, C. N. ; de Vries, Casper.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4209.

    Full description at Econpapers || Download paper

  386. Awareness and Stock Market Participation. (2004). Jappelli, Tullio ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4182.

    Full description at Econpapers || Download paper

  387. Generational Accounting, Solidarity and Pension Losses. (2003). de Vries, Casper G. ; Teulings, Coen N..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20030094.

    Full description at Econpapers || Download paper

  388. Human Capital and the Private Equity Premium. (2003). Polkovnichenko, Valery.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:831-845.

    Full description at Econpapers || Download paper

  389. Portfolio Choice and Health Status. (2003). Wu, Stephen ; Rosen, Harvey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9453.

    Full description at Econpapers || Download paper

  390. Labor Supply Flexibility and Portfolio Choice: An Empirical Analysis. (2003). Benitez-Silva, Hugo.
    In: Working Papers.
    RePEc:mrr:papers:wp056.

    Full description at Econpapers || Download paper

  391. The Annuity Puzzle Revisited. (2003). Benitez-Silva, Hugo.
    In: Working Papers.
    RePEc:mrr:papers:wp055.

    Full description at Econpapers || Download paper

  392. A Lifecycle Analysis of Defined Benefit Pension Plans. (2003). McCarthy, David.
    In: Working Papers.
    RePEc:mrr:papers:wp053.

    Full description at Econpapers || Download paper

  393. U.S. Workers Investment Decisions for Participant-Directed Defined Contribution Pension Assets. (2003). Hungerford, Thomas L..
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_375.

    Full description at Econpapers || Download paper

  394. Precautionary motives and portfolio decisions. (2003). Hochguertel, Stefan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:1:p:61-77.

    Full description at Econpapers || Download paper

  395. Generational Accounting, Solidarity and Pension Losses. (2003). Teulings, C. N. ; de Vries, Casper.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp961.

    Full description at Econpapers || Download paper

  396. Portfolio choice in tax-deferred and Roth-type savings accounts. (2003). Johnson, Richard .
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-08.

    Full description at Econpapers || Download paper

  397. Mortality Risk and Real Optimal Asset Allocation for Pension Funds. (2003). Scaillet, Olivier ; Menoncin, Francesco.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp101.

    Full description at Econpapers || Download paper

  398. Owner-occupied housing and investment in stocks: an empirical test. (2003). Yamashita, Takashi .
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:53:y:2003:i:2:p:220-237.

    Full description at Econpapers || Download paper

  399. Labor income and risky investments: can part-time farmers compete?. (2003). Ramaswami, Bharat ; Andersson, Hans ; Ramamurtie, Sailesh.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:50:y:2003:i:4:p:477-493.

    Full description at Econpapers || Download paper

  400. Welfare effects of controlling labor supply: an application of the stochastic Ramsey model. (2003). Bermin, Hans-Peter ; Amilon, Henrik.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2003:i:2:p:331-348.

    Full description at Econpapers || Download paper

  401. Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good. (2003). Munk, Claus ; Damgaard, Anders ; Fuglsbjerg, Brian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2003:i:2:p:209-253.

    Full description at Econpapers || Download paper

  402. ENHANCING THE COMPETITIVENESS AND RISK-EFFICIENCY OF FARM ASSETS THROUGH HOLDING FARM/FINANCIAL ASSET AND OFF-FARM INCOME PORTFOLIOS. (2003). Olson, Kent ; Gregory, Mark ; Lagerkvist, Carl J..
    In: 2003 Annual meeting, July 27-30, Montreal, Canada.
    RePEc:ags:aaea03:22125.

    Full description at Econpapers || Download paper

  403. Portfolio Choice and Trading in a Large 401(k) Plan. (2003). Balduzzi, Pierluigi ; Agnew, Julie ; Sunden, Annika .
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:1:p:193-215.

    Full description at Econpapers || Download paper

  404. A Discrete Choice Analysis of the Household Shares of Risky Assets. (2002). Sanroman, Graciela .
    In: Documentos de Trabajo (working papers).
    RePEc:ude:wpaper:0702.

    Full description at Econpapers || Download paper

  405. Rational Asset Prices. (2002). Constantinides, George.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8826.

    Full description at Econpapers || Download paper

  406. Ãœber kurz oder lang : welche Rolle spielt der Anlagehorizont bei Investitionsentscheidungen?. (2002). Weber, Martin ; Klos, Alexander ; Langer, Thomas .
    In: Papers.
    RePEc:mnh:spaper:2782.

    Full description at Econpapers || Download paper

  407. Stockholding in Germany. (2002). Essig, Lothar .
    In: MEA discussion paper series.
    RePEc:mea:meawpa:02019.

    Full description at Econpapers || Download paper

  408. Reflections on New Financial System in Japan: Participation Costs, Wealth Distribution,and Security Market-Based Intermediation. (2002). Kitamura, Yukinobu ; Teranishi, Juro ; Suto, Megumi .
    In: CEI Working Paper Series.
    RePEc:hit:hitcei:2001-25.

    Full description at Econpapers || Download paper

  409. The asset allocation decision and investor heterogeneity: a puzzle?. (2002). Ackert, Lucy ; Englis, Basil ; Church, Bryan K..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:47:y:2002:i:4:p:423-433.

    Full description at Econpapers || Download paper

  410. Optimal asset allocation in life annuities: a note. (2002). Milevsky, Moshe A. ; Charupat, Narat .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:30:y:2002:i:2:p:199-209.

    Full description at Econpapers || Download paper

  411. International portfolio diversification and endogenous labor supply choice. (2002). Jermann, Urban.
    In: European Economic Review.
    RePEc:eee:eecrev:v:46:y:2002:i:3:p:507-522.

    Full description at Econpapers || Download paper

  412. Dynamic asset allocation with mean variance preferences and a solvency constraint. (2002). Nguyen, Pascal ; Portait, Roland .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:1:p:11-32.

    Full description at Econpapers || Download paper

  413. Rational Asset Prices. (2002). .
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:4:p:1567-1591.

    Full description at Econpapers || Download paper

  414. Portfolio Choice in the Presence of Personal Illiquid Projects. (2002). .
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:1:p:303-328.

    Full description at Econpapers || Download paper

  415. An alternative unifying measure of welfare gains from risk-sharing. (2001). Auffret, Philippe.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2676.

    Full description at Econpapers || Download paper

  416. Online Appendix to Efficient Timing of Retirement. (2001). Kingston, Geoffrey.
    In: Technical Appendices.
    RePEc:red:append:kingston00.

    Full description at Econpapers || Download paper

  417. Départ à la retraite, irréversibilité et incertitude. (2001). Sedillot, Beatrice ; Mahieu, Ronan .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_149_3_6294.

    Full description at Econpapers || Download paper

  418. Health Status and Portfolio Choice. (2001). Wu, Stephen ; Rosen, Harvey S.
    In: Working Papers.
    RePEc:pri:cepsud:75rosen.pdf.

    Full description at Econpapers || Download paper

  419. Health Status and Portfolio Choice. (2001). Rosen, Harvey S. ; Wu, Stephen.
    In: Working Papers.
    RePEc:pri:cepsud:75rosen.

    Full description at Econpapers || Download paper

  420. Health Status and Portfolio Choice. (2001). Wu, Stephen ; Rosen, Harvey S.
    In: Working Papers.
    RePEc:pri:cepsud:75.

    Full description at Econpapers || Download paper

  421. Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data. (2001). Andersson, Bjorn .
    In: Working Paper Series.
    RePEc:hhs:uunewp:2001_004.

    Full description at Econpapers || Download paper

  422. Precautionary saving and portfolio allocation: DP by GMM. (2001). Smith, Gregor ; Letendre, Marc-Andre.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:48:y:2001:i:1:p:197-215.

    Full description at Econpapers || Download paper

  423. Consumption and Investment Motives in Housing Wealth Accumulation: A French Study. (2001). Arrondel, Luc ; Lefebvre, Bruno .
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:50:y:2001:i:1:p:112-137.

    Full description at Econpapers || Download paper

  424. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Taillard, Gregory ; Huang, ShaoJuan ; Boulier, Jean-Francois.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189.

    Full description at Econpapers || Download paper

  425. Estimating Nonseparable Preference Specifications for Asset Market Participants. (2001). Jacobs, Kris.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-12.

    Full description at Econpapers || Download paper

  426. Who Should Buy Long-Term Bonds?. (2001). Viceira, Luis ; Campbell, John.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:1:p:99-127.

    Full description at Econpapers || Download paper

  427. Household Portfolios in Germany. (2000). Eymann, Angelika ; Borsch-Supan, Axel.
    In: Sonderforschungsbereich 504 Publications.
    RePEc:xrs:sfbmaa:00-15.

    Full description at Econpapers || Download paper

  428. Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Davis, Steven ; Willen, Paul.
    In: CRSP working papers.
    RePEc:wop:chispw:523.

    Full description at Econpapers || Download paper

  429. A DYNAMIC MODEL OF LABOR SUPPLY, CONSUMPTION/SAVING, AND ANNUITY DECISIONS UNDER UNCERTAINTY. (2000). Benitez-Silva, Hugo.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:128.

    Full description at Econpapers || Download paper

  430. Efficient Timing of Retirement. (2000). Kingston, Geoffrey.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:3:y:2000:i:4:p:831-840.

    Full description at Econpapers || Download paper

  431. A Dynamic Model of Labor Supply, Consumption/Saving, and Annuity Decisions under Uncertainty. (2000). Benitez-Silva, Hugo.
    In: Department of Economics Working Papers.
    RePEc:nys:sunysb:00-06.

    Full description at Econpapers || Download paper

  432. Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Davis, Steven ; Willen, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7905.

    Full description at Econpapers || Download paper

  433. Household Portfolios in Germany. (2000). Eymann, Angelika ; Borsch-Supan, Axel.
    In: Discussion Papers.
    RePEc:mnh:vpaper:1008.

    Full description at Econpapers || Download paper

  434. Household portfolios in Germany. (2000). Borsch-Supan, Axel ; Eymann, Angelika .
    In: Papers.
    RePEc:mnh:spaper:2830.

    Full description at Econpapers || Download paper

  435. Household portfolios in the United States. (2000). Starr, Martha ; Bertaut, Carol .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-26.

    Full description at Econpapers || Download paper

  436. Retirement planning guidelines: a Delphi study of financial planners and educators. (2000). Kitt, Karrol A. ; Hampton, Vickie L. ; Jacquet, Susan ; Greninger, Sue Alexander.
    In: Financial Services Review.
    RePEc:eee:finser:v:9:y:2000:i:3:p:231-245.

    Full description at Econpapers || Download paper

  437. Asset allocation decisions in retirement accounts: an all-or-nothing proposition?. (2000). Englis, Basil ; Waggle, Doug .
    In: Financial Services Review.
    RePEc:eee:finser:v:9:y:2000:i:1:p:79-92.

    Full description at Econpapers || Download paper

  438. Labor supply under wage uncertainty. (2000). Hartwick, John.
    In: Economics Letters.
    RePEc:eee:ecolet:v:68:y:2000:i:3:p:319-325.

    Full description at Econpapers || Download paper

  439. Efficient gradualism in intertemporal portfolios. (2000). Balvers, Ronald ; Mitchell, Douglas W..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:1:p:21-38.

    Full description at Econpapers || Download paper

  440. Selling company shares to reluctant employees : France Télécoms experience. (2000). Jenter, Dirk ; Degeorge, Francois ; Moel, Alberto ; Tufano, Peter.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0703.

    Full description at Econpapers || Download paper

  441. Vieillissement et composition du patrimoine des ménages. (2000). Lavigne, Anne ; Mahieu, Ronan ; El Mekkaoui de Freitas, Najat, .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/3511.

    Full description at Econpapers || Download paper

  442. Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income. (1999). Viceira, Luis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7409.

    Full description at Econpapers || Download paper

  443. Household Securities Purchases, Transactions Costs, and Hedging Motives. (1999). Souleles, Nicholas.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:24-99.

    Full description at Econpapers || Download paper

  444. Do pension plans with participant investment choice teach households to hold more equity?. (1999). Weisbenner, Scott .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-61.

    Full description at Econpapers || Download paper

  445. On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis. (1999). Basak, Suleyman.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:23:y:1999:i:7:p:1029-1064.

    Full description at Econpapers || Download paper

  446. Borrowing Constraints, Portfolio Choice, and Precautionary. (1998). Haliassos, Michael ; Hassapis, Christis.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9809008.

    Full description at Econpapers || Download paper

  447. Borrowing Constraints, Portfolio Choice, and Precautionary Motives: Theoretical Predictions and Empirical Complications. (1998). Haliassos, Michael ; Hassapis, Christis.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:11.

    Full description at Econpapers || Download paper

  448. Owner-Occupied Housing and the Composition of the Household Portfolio Over the Life-Cycle. (1998). Flavin, Marjorie ; Yamashita, Takashi .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6389.

    Full description at Econpapers || Download paper

  449. Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle. (1998). Flavin, Marjorie ; Yamashita, Takashi .
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt89x293v9.

    Full description at Econpapers || Download paper

  450. Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities. (1997). Mitchell, Olivia ; Moore, James F..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:97-12.

    Full description at Econpapers || Download paper

  451. Savings accounts vs. stocks and bonds in household portfolio allocation. (1997). van soest, arthur ; alessie, rob ; Alessie, R. J. M., ; van Soest, A. H. O., ; Hochgurtel, S..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:0839bf0f-307e-4016-acc1-d5a192ffbc1e.

    Full description at Econpapers || Download paper

  452. Applications of Option-Pricing Theory: Twenty-Five Years Later. (1997). merton, robert.
    In: Nobel Prize in Economics documents.
    RePEc:ris:nobelp:1997_001.

    Full description at Econpapers || Download paper

  453. Household Portfolio Allocation Over the Life Cycle. (1997). Samwick, Andrew ; Poterba, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6185.

    Full description at Econpapers || Download paper

  454. Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities. (1997). Mitchell, Olivia ; Moore, James F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6178.

    Full description at Econpapers || Download paper

  455. Horizon Length and Portfolio Risk. (1997). Zeckhauser, Richard ; Gollier, Christian.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0216.

    Full description at Econpapers || Download paper

  456. Individual Financial Decisions in Retirement Saving Plans and The Provision of Resources for Retirement. (1996). Wise, David ; Poterba, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5762.

    Full description at Econpapers || Download paper

  457. Why should older people invest less in stock than younger people?. (1996). Kocherlakota, Narayana ; Jagannathan, Ravi.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1996:i:sum:p:11-23:n:v.20no.3.

    Full description at Econpapers || Download paper

  458. Taxation of labor income and the demand for risky assets. (1996). Kimball, Miles ; Elmendorf, Douglas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-32.

    Full description at Econpapers || Download paper

  459. Taxation of Labor Income and the Demand for Risky Assets. (1996). Kimball, Miles ; Elmendorf, Douglas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1996-32.

    Full description at Econpapers || Download paper

  460. Household portfolio allocation in the Netherlands : Saving accounts versus stocks and bonds. (1995). van Soest, A. H. O., ; Alessie, R. J. M., ; Hochgurtel, S.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:83603afa-eb12-429b-94aa-7264f30028c5.

    Full description at Econpapers || Download paper

  461. Household portfolio allocation in the Netherlands : Saving accounts versus stocks and bonds. (1995). van soest, arthur ; alessie, rob ; Alessie, R. J. M., ; van Soest, A. H. O., ; Hochgurtel, S..
    In: Discussion Paper.
    RePEc:tiu:tiucen:83603afa-eb12-429b-94aa-7264f30028c5.

    Full description at Econpapers || Download paper

  462. An intertemporal model of consumption and portfolio allocation. (1995). Ramaswami, Bharat ; Andersson, Hans ; Ramamurtie, Sailesh B..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:95-15.

    Full description at Econpapers || Download paper

  463. Age dependent portfolio selection. (1994). Yoo, Peter S..
    In: Working Papers.
    RePEc:fip:fedlwp:1994-003.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Bergman, Yakov, "Time Preference and Capital Asset Pricing Models," Journal of Financial Economics. 14, (March 1985), 145-59. Black, Fischer, "Mean Reversion and Consumption Smoothing," Review of Financial Studies. 3, (January 1990), 107-14.

  2. Bodie, Zvi and William Samuelson, "Labor Supply Flexibility and Portfolio Choice," National Bureau of Economic Research, Working Paper No. 3043, (July 1989).

  3. Breeden, Douglas T., "An Intertemporal Capital Asset Pricing Model with Stochastic Consumption and Investment Opportunities," Journal of Financial Economics. 7, (September 1979), 265-96.

  4. Constantinides, George, "Habit Formation: A Resolution of the Equity-Premium Puzzle," Journal of Political Economy. 98, (June 1990), 519-43.

  5. Fischer, Stanley, "The Demand for Index Bonds," Journal of Political Economy. 83, (June 1975) , 509-534.

  6. Grossman, Sanford and Guy Laroque, "Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Consumption Goods, Econometrica. 58, (January 1990), 25-52. -34-Hall, Robert E., "Intertemporal Substitution in Consumption," Journal of Political Economy. 96 (April 1988), 339-357.

  7. Killingworth, Mark R., Labor Supply. Cambridge: Cambridge University Press, (1983) .
    Paper not yet in RePEc: Add citation now
  8. Losque, Etienne, "A Note on Consumption, Human Wealth, and Uncertainty," McGill University, Mimeo, 1978.
    Paper not yet in RePEc: Add citation now
  9. Mayers, David, "Non-Marketable Assets and Capital Market Equilibrium under Uncertainty," In Michael Jensen (ed.), Studies in the Theory of Capital Markets. New York: Praeger, (1972).
    Paper not yet in RePEc: Add citation now
  10. Merton, Robert C., "Capital Market Theory and the Pricing of Financial Securities," in Benjamin Friedman and Frank Hahn (eds.), Handbook of Monetary Economics. Amsterdam: North Holland Publishing, (1990b), 498-581.
    Paper not yet in RePEc: Add citation now
  11. Merton, Robert C., "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," Review of Economics and Statistics. 51, (August 1969), 247-57.

  12. Merton, Robert C., "Optimal Investment Strategies for University Endowment Funds," in Charles C. Clotfelter and Michael Rothschild (eds), The Economics of Higher Education. Chicago: University ofChicago Press, (1992).
    Paper not yet in RePEc: Add citation now
  13. Merton, Robert C., "Optimum Consumption and Portfolio Rules in a Continuous-Time Model," Journal of Economic Theory. 3, (December 1971), 373-413.

  14. Merton, Robert C., Continuous-Time Finance. Oxford: Basil Blackwell, (1990a). -35-t
    Paper not yet in RePEc: Add citation now
  15. Samuelson, Paul A., "A Case at Last for Age-Phased Reduction in Equity," Proceedings of the National Academy of Sciences. 86, (November 1989), 9048-51.
    Paper not yet in RePEc: Add citation now
  16. Samuelson, Paul A., "Lifetime Portfolio Selection by Dynamic Stochastic Programming," Review of Economics and Statistics. 51, (August 1969), 239-46.

  17. Svensson, Lars E.O., "Portfolio Choice and Asset Pricing with Non-Traded Assets," National Bureau of Economic Research, Working Paper No. 2774, (1988).

  18. Svensson, Lars E.O., "Portfolio Choice with Non-Expected Utility in Continuous Time," Economic Letters. 39, (October 1989), 313-17.

  19. Williams, Joseph, "Risk, Human Capital, and the Investor's Portfolio," Journal of Business. 51, (January 1978), 65-89.

  20. Williams, Joseph, "Uncertainty and the Accumulation of Human Capital over the Life Cycle," Journal of Business. 52, (October 1979), 521-48. -36-

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Role of Internalization of Discount Factor on Households’ Behavior Using DSGE Model. (2023). Reza, Izadi Hamid.
    In: Studia Universitatis „Vasile Goldis” Arad – Economics Series.
    RePEc:vrs:suvges:v:33:y:2023:i:1:p:74-87:n:1.

    Full description at Econpapers || Download paper

  2. Time-varying state variable risk premia in the ICAPM. (2021). Karehnke, Paul ; Boons, Martijn ; Barroso, Pedro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:2:p:428-451.

    Full description at Econpapers || Download paper

  3. Beyond CAPM: an innovative factor model to optimize the risk and return trade-off. (2014). Teti, Emanuele ; Andriotto, Mauro .
    In: Journal of Business Economics and Management.
    RePEc:taf:jbemgt:v:15:y:2014:i:4:p:615-630.

    Full description at Econpapers || Download paper

  4. Price Dividend Ratio Factors : Proxies for Long Run Risk. (2011). Jagannathan, Ravi ; Marakani, Srikant .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17484.

    Full description at Econpapers || Download paper

  5. An optimal life insurance policy in the investment-consumption problem in an incomplete market. (2011). Iwaki, Hideki ; Egami, Masahiko.
    In: Papers.
    RePEc:arx:papers:0801.0195.

    Full description at Econpapers || Download paper

  6. Individuals Uncertainty about Future Social Security Benefits and Portfolio Choice. (2010). Rohwedder, Susann ; Delavande, Adeline.
    In: Working Papers.
    RePEc:ran:wpaper:wr-782.

    Full description at Econpapers || Download paper

  7. Individuals Uncertainty about Future Social Security Benefits and Portfolio Choice. (2010). Delavande, Adeline.
    In: Working Papers.
    RePEc:ran:wpaper:782.

    Full description at Econpapers || Download paper

  8. Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth. (2009). Wise, David A. ; Venti, Steven F. ; Rauh, Joshua ; Poterba, James M..
    In: NBER Chapters.
    RePEc:nbr:nberch:11308.

    Full description at Econpapers || Download paper

  9. Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. (2009). Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2009s-20.

    Full description at Econpapers || Download paper

  10. An equilibrium model of wealth distribution. (2007). Wang, Neng.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:7:p:1882-1904.

    Full description at Econpapers || Download paper

  11. Household Finance. (2006). Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12149.

    Full description at Econpapers || Download paper

  12. Labor Supply Flexibility and Portfolio Choice: An Empirical Analysis. (2003). Benitez-Silva, Hugo.
    In: Working Papers.
    RePEc:mrr:papers:wp056.

    Full description at Econpapers || Download paper

  13. The Annuity Puzzle Revisited. (2003). Benitez-Silva, Hugo.
    In: Working Papers.
    RePEc:mrr:papers:wp055.

    Full description at Econpapers || Download paper

  14. Household Portfolio Allocation over the Life Cycle. (2001). Samwick, Andrew ; Poterba, James M..
    In: NBER Chapters.
    RePEc:nbr:nberch:10285.

    Full description at Econpapers || Download paper

  15. A DYNAMIC MODEL OF LABOR SUPPLY, CONSUMPTION/SAVING, AND ANNUITY DECISIONS UNDER UNCERTAINTY. (2000). Benitez-Silva, Hugo.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:128.

    Full description at Econpapers || Download paper

  16. A Dynamic Model of Labor Supply, Consumption/Saving, and Annuity Decisions under Uncertainty. (2000). Benitez-Silva, Hugo.
    In: Department of Economics Working Papers.
    RePEc:nys:sunysb:00-06.

    Full description at Econpapers || Download paper

  17. Intertemporally Dependent Preferences and the Welfare Cost of Capital Income Taxation. (1998). Islam, Muhammad.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:5:y:1998:i:4:p:489-498.

    Full description at Econpapers || Download paper

  18. Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model. (1992). merton, robert ; Bodie, Zvi ; Samuelson, William F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3954.

    Full description at Econpapers || Download paper

  19. Optimal Investment Strategies for University Endowment Funds. (1991). merton, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3820.

    Full description at Econpapers || Download paper

  20. Pensions and the U.S. Labor Market. (1990). Mitchell, Olivia ; Gustman, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3331.

    Full description at Econpapers || Download paper

  21. Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing. (1989). Jorion, Philippe ; Giovannini, Alberto .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3195.

    Full description at Econpapers || Download paper

  22. Intertemporal Dependence, Impatience, and Dynamics. (1989). Obstfeld, Maurice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3028.

    Full description at Econpapers || Download paper

  23. Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model. (1989). Weil, Philippe ; Giovannini, Alberto .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2824.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-21 11:50:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.