Portfolio Choice under Uncertain Lifetime
AbstractThis paper revisits the theory on life cycle savings and portfolio choice under uncertain lifetime emphasizing the role of temporal risk aversion. It provides new insights on the impact of mortality rates on optimal financial strategies. This is of particular interest for the management of pension funds. Copyright � 2010 Wiley Periodicals, Inc..
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Bibliographic InfoArticle provided by Association for Public Economic Theory in its journal Journal of Public Economic Theory.
Volume (Year): 12 (2010)
Issue (Month): 1 (02)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=1097-3923
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- Pierre Pestieau & Grégory Ponthiere, 2012. "On the Policy Implications of Changing Longevity," CESifo Working Paper Series 3926, CESifo Group Munich.
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PSE Working Papers
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- PESTIEAU, Pierre & PONTHIERE, Grégory, 2012. "The public economics of increasing longevity," CORE Discussion Papers 2012005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Antoine Bommier, 2011.
"Life-Cycle Preferences Revisited,"
CER-ETH Economics working paper series
11/155, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
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