Citations for "The Term Structure of the Risk-Return Tradeoff"
by Campbell, John Y & Viceira, Luis M
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- Marie Brière & Ombretta Signori, 2011.
"Inflation hedging portfolios in different regimes,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 139-163
Bank for International Settlements.
- Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011.
"Retirement Flexibility and Portfolio Choice,"
Discussion Paper
2011-077, Tilburg University, Center for Economic Research.
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009.
"Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value,"
Real Estate Economics,
American Real Estate and Urban Economics Association, vol. 37(3), pages 341-381.
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007.
"Investing for the Long-run in European Real Estate,"
The Journal of Real Estate Finance and Economics,
Springer, vol. 34(1), pages 35-80, January.
- Peter Vlaar, 2005.
"Defined Benefit Pension Plans and Regulation,"
DNB Working Papers
063, Netherlands Central Bank, Research Department.
- Thierry Pujol & Olivier Davanne, 2005.
"Allocation d’actifs, variation des primes de risque et benchmarks,"
Revue d'Économie Financière,
Programme National Persée, vol. 79(2), pages 95-111.
- Gonzalez-Eiras, Martin & Niepelt, Dirk, 2008.
"The future of social security,"
Journal of Monetary Economics,
Elsevier, vol. 55(2), pages 197-218, March.
- Jakub W. Jurek & Luis M. Viceira, 2006.
"Optimal Value and Growth Tilts in Long-Horizon Portfolios,"
NBER Working Papers
12017, National Bureau of Economic Research, Inc.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
NBER Working Papers
15014, National Bureau of Economic Research, Inc.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
Cowles Foundation Discussion Papers
1696, Cowles Foundation for Research in Economics, Yale University.
- John Campbell & Robert Shiller & Luis Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
Yale School of Management Working Papers
amz2587, Yale School of Management.
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010.
"1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus,"
Carlo Alberto Notebooks
190, Collegio Carlo Alberto.
- Martin Gonzalez Eiras & Dirk Niepelt, 2004.
"Sustaining Social Security,"
Working Papers
72, Universidad de San Andres, Departamento de Economia, revised Jun 2004.
- Martin Gonzalez-Eiras & Dirk Niepelt, 2004.
"Sustaining Social Security,"
2004 Meeting Papers
199, Society for Economic Dynamics.
- Dirk Niepelt & Martin Gonzalez-Eiras, 2007.
"Sustaining Social Security,"
2007 Meeting Papers
95, Society for Economic Dynamics.
- Gonzales-Eiras, Martín & Niepelt, Dirk, 2004.
"Sustaining Social Security,"
Seminar Papers
731, Stockholm University, Institute for International Economic Studies.
- Martín Gonzalez-Eiras & Dirk Niepelt, 2005.
"Sustaining Social Security,"
CESifo Working Paper Series
1494, CESifo Group Munich.
- Eduardo Walker, 2008.
"Assessing Alternative Institutional Designs For Investment Regulation In Defined Contribution Pension Funds,"
Abante,
Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 11(2), pages 121-152.
- Lubos Pastor & Robert F. Stambaugh, 2009.
"Are Stocks Really Less Volatile in the Long Run?,"
NBER Working Papers
14757, National Bureau of Economic Research, Inc.
- Gonzalez-Eiras, Martin & Niepelt, Dirk, 2007.
"Population Ageing, Government Budgets, and Productivity Growth in Politico-Economic Equilibrium,"
CEPR Discussion Papers
6581, C.E.P.R. Discussion Papers.
- Brunner, Gregory & Hinz, Richard & Rocha, Roberto, 2008.
"Risk-based supervision of pension funds : a review of international experience and preliminary assessment of the first outcomes,"
Policy Research Working Paper Series
4491, The World Bank.
- Greg Duffee, 2010.
"Sharpe ratios in term structure models,"
Economics Working Paper Archive
575, The Johns Hopkins University,Department of Economics.
- Hoevenaars, Roy P.M.M. & Molenaar, Roderick D.J. & Schotman, Peter C. & Steenkamp, Tom B.M., 2008.
"Strategic asset allocation with liabilities: beyond stocks and bonds,"
Open Access publications from Maastricht University
urn:nbn:nl:ui:27-23093, Maastricht University.
- Hoevenaars, Roy P.M.M. & Molenaar, Roderick D.J. & Schotman, Peter C. & Steenkamp, Tom B.M., 2008.
"Strategic asset allocation with liabilities: Beyond stocks and bonds,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(9), pages 2939-2970, September.
- Aleksandar Murdzhev & Marc Tomljanovich, 2006.
"What Color is Alan Greenspan's Tie? How Central Bank Policy Announcements Have Changed Financial Markets,"
Eastern Economic Journal,
Eastern Economic Association, vol. 32(4), pages 571-593, Fall.
- Hoevenaars, Roy P.M.M. & Ponds, Eduard H.M., 2008.
"Valuation of intergenerational transfers in funded collective pension schemes,"
Insurance: Mathematics and Economics,
Elsevier, vol. 42(2), pages 578-593, April.
- J Fran�ois Outreville, 2010.
"The Geneva Risk and Insurance Review 2009: In Quest of Behavioural Insurance,"
The Geneva Papers on Risk and Insurance - Issues and Practice,
Palgrave Macmillan, vol. 35(3), pages 484-497, July.
