Citations for "Risk aversion and allocation to long-term bonds"
by Wachter, Jessica A.
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- Cartea, Álvaro & Saúl, Jonatan & Toro, Juan, 2012.
"Optimal portfolio choice in real terms: Measuring the benefits of TIPS,"
Journal of Empirical Finance,
Elsevier, vol. 19(5), pages 721-740.
- Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchel & Michael Z. Stamos, 2008.
"Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts,"
Working Papers
wp177, University of Michigan, Michigan Retirement Research Center.
- John Y. Campbell & João F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 2001.
"Investing Retirement Wealth: A Life-Cycle Model,"
NBER Chapters,
in: Risk Aspects of Investment-Based Social Security Reform, pages 439-482
National Bureau of Economic Research, Inc.
- Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Stamos, Michael Z., 2009.
"Asset allocation and location over the life cycle with investment-linked survival-contingent payouts,"
Journal of Banking & Finance,
Elsevier, vol. 33(9), pages 1688-1699, September.
- Antonios Sangvinatsos & Jessica A. Wachter, 2003.
"Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors,"
NBER Working Papers
10086, National Bureau of Economic Research, Inc.
- John Y. Campbell & Yeung Lewis Chan & Luis M. Viceira, 2001.
"A Multivariate Model of Strategic Asset Allocation,"
NBER Working Papers
8566, National Bureau of Economic Research, Inc.
- Campbell, John Y & Chan, Yeung Lewis & Viceira, Luis M, 2001.
"A Multivariate Model of Strategic Asset Allocation,"
CEPR Discussion Papers
3070, C.E.P.R. Discussion Papers.
- Chan, Yeung Lewis & Viceira, Luis & Campbell, John, 2003.
"A Multivariate Model of Strategic Asset Allocation,"
Scholarly Articles
3163263, Harvard University Department of Economics.
- Viceira, Luis & Campbell, John, 2001.
"Who Should Buy Long-Term Bonds?,"
Scholarly Articles
3128709, Harvard University Department of Economics.
- John Y. CAMPBELL & Luis VICEIRA, 1998.
"Who Should Buy Long-Term Bonds?,"
FAME Research Paper Series
rp5, International Center for Financial Asset Management and Engineering.
- John Y. Campbell & Luis M. Viceira, 2000.
"Who Should Buy Long-Term Bonds?,"
Harvard Institute of Economic Research Working Papers
1895, Harvard - Institute of Economic Research.
- John Y. Campbell & Luis M. Viceira, 1998.
"Who Should Buy Long-Term Bonds?,"
NBER Working Papers
6801, 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.
- Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2006.
"Optimal Portfolio Choice with Annuitization,"
Discussion Paper
2006-78, Tilburg University, Center for Economic Research.
- Boyle, Phelim & Tian, Weidong, 2008.
"The design of equity-indexed annuities,"
Insurance: Mathematics and Economics,
Elsevier, vol. 43(3), pages 303-315, December.
- Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos, 2008.
"Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts,"
NBER Working Papers
14055, National Bureau of Economic Research, Inc.
- John Y. Campbell, 2006.
"Household Finance,"
NBER Working Papers
12149, National Bureau of Economic Research, Inc.
- Carl Chiarella & Chih-Ying Hsiao & Willi Semmler, 2007.
"Intertemporal Investment Strategies under Inflation Risk,"
Research Paper Series
192, Quantitative Finance Research Centre, University of Technology, Sydney.
- Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006.
"Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle,"
Cahiers de recherche
0635, CIRPEE.
- Weinbaum, David, 2005.
"Subsistence consumption, habit formation and the demand for long-term bonds,"
Journal of Economics and Business,
Elsevier, vol. 57(4), pages 273-287.
- Wolfram Horneff & Raimond Maurer & Michael Stamos, 2006.
"Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?,"
Working Papers
wp146, University of Michigan, Michigan Retirement Research Center.
- Francesco Menoncin, 2006.
"The role of longevity bonds in optimal portfolios,"
Working Papers
0601, University of Brescia, Department of Economics.
- Larsen, Linda Sandris, 2010.
"Optimal investment strategies in an international economy with stochastic interest rates,"
International Review of Economics & Finance,
Elsevier, vol. 19(1), pages 145-165, January.
- Horneff, Wolfram J. & Maurer, Raimond H. & Stamos, Michael Z., 2008.
"Life-cycle asset allocation with annuity markets,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(11), pages 3590-3612, November.
- Liu, Jun & Longstaff, Francis & Pan, Jun, 2001.
"Dynamic Asset Allocation with Event Risk,"
University of California at Los Angeles, Anderson Graduate School of Management
qt9fm6t5nb, Anderson Graduate School of Management, UCLA.
- John H. Cochrane, 2011.
"Discount Rates,"
NBER Working Papers
16972, National Bureau of Economic Research, Inc.
- Jonathan H. Wright, 2008.
"Term premiums and inflation uncertainty: empirical evidence from an international panel dataset,"
Finance and Economics Discussion Series
2008-25, Board of Governors of the Federal Reserve System (U.S.).
