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Francisco Gomes

Personal Details

First Name:Francisco
Middle Name:
Last Name:Gomes
Suffix:
RePEc Short-ID:pgo69
http://faculty.london.edu/fgomes/
Assistant Professor of Finance London Business School Regent's Park London NW1 4SA
(44) 2072625050
Terminal Degree:2000 Department of Economics; Harvard University (from RePEc Genealogy)

Affiliation

London Business School (LBS)

London, United Kingdom
http://www.london.edu/

: +44 (0) 207 000 000
+44 (0) 207 000 001
Regent's Park, London NW1 4SA
RePEc:edi:lobusuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Claudio Campanale & Carolina Fugazza & Francisco Gomes, 2012. "Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets," Carlo Alberto Notebooks 269, Collegio Carlo Alberto.
  2. Jeffrey Brown & Chichun Fang & Francisco Gomes, 2012. "Risk and Returns to Education," NBER Working Papers 18300, National Bureau of Economic Research, Inc.
  3. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Quantifying the Distortionary Fiscal Cost of ‘The Bailout’," Working Papers 2009-6, Central Bank of Cyprus.
  4. Joao Cocco & Francisco Gomes, 2009. "Longevity Risk and Retirement Savings," 2009 Meeting Papers 48, Society for Economic Dynamics.
  5. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2008. "Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds," NBER Working Papers 13966, National Bureau of Economic Research, Inc.
  6. Valery Polkovnichenko & Alexander Michaelides & Francisco Gomes, 2007. "Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy," 2007 Meeting Papers 191, Society for Economic Dynamics.
  7. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2007. "The Excess Burden of Government Indecision," NBER Working Papers 12859, National Bureau of Economic Research, Inc.
  8. Gomes, Francisco J & Michaelides, Alexander, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers.
  9. Alex Michaelides & Francisco Gomes & Valery Polkovnichenko, 2006. "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," Computing in Economics and Finance 2006 23, Society for Computational Economics.
  10. Francisco Gomes & Alex Michaelides, 2005. "(UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," FMG Discussion Papers dp537, Financial Markets Group.
  11. Gomes, Francisco J & Michaelides, Alexander, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," CEPR Discussion Papers 4853, C.E.P.R. Discussion Papers.
  12. Alex Michaelides & Francisco Gomes, 2004. "(UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle," FMG Discussion Papers dp491, Financial Markets Group.
  13. Francisco Gomes & Alex Michaelides & Valery Polkovnichenko, 2004. "(UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts," FMG Discussion Papers dp519, Financial Markets Group.
  14. Alexander Michaelides & Francisco Gomes, 2004. "Aggregate Implications of Defined Benefit and Defined Contribution Systems," 2004 Meeting Papers 335, Society for Economic Dynamics.
  15. Alex Michaelides & Francisco Gomes, 2003. "(UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems," FMG Discussion Papers dp469, Financial Markets Group.
  16. Francisco Gomes & Alex Michaelides, 2003. "(UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," FMG Discussion Papers dp474, Financial Markets Group.
  17. Gomes, Francisco J & Michaelides, Alexander, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers 3868, C.E.P.R. Discussion Papers.
  18. John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascala J. Maenhout, 2000. "Investing Retirement Wealth? A Life-Cycle Model," Harvard Institute of Economic Research Working Papers 1896, Harvard - Institute of Economic Research.
  19. John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis Viceira, 2000. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor," Harvard Institute of Economic Research Working Papers 1899, Harvard - Institute of Economic Research.

Articles

  1. Cocco, João F. & Gomes, Francisco J. & Martins, Nuno C., 2009. "Lending relationships in the interbank market," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 24-48, January.
  2. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Optimal Savings with Taxable and Tax-Deferred Accounts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 718-735, October.
  3. Francisco Gomes & Alexander Michaelides, 2008. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 415-448, January.
  4. Gomes, Francisco J., 2007. "Exploiting short-run predictability," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1427-1440, May.
  5. Francisco Gomes & Alexander Michaelides, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," Journal of Finance, American Finance Association, vol. 60(2), pages 869-904, April.
  6. Francisco Gomes & Alexander Michaelides, 2003. "Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 729-766, October.

Software components

  1. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts"," Computer Codes 07-198, Review of Economic Dynamics.

Chapters

  1. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2012. "The Excess Burden of Government Indecision," NBER Chapters,in: Tax Policy and the Economy, Volume 26, pages 125-163 National Bureau of Economic Research, Inc.
  2. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  9. Breadth of citations across fields
  10. Wu-Index

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (5) 2004-08-02 2007-03-03 2008-04-29 2010-01-16 2012-10-27. Author is listed
  2. NEP-FIN: Finance (4) 1999-07-12 2000-11-29 2005-06-14 2005-06-14
  3. NEP-FMK: Financial Markets (2) 2000-11-29 2007-03-03
  4. NEP-LAB: Labour Economics (2) 2000-12-15 2012-08-23
  5. NEP-MAC: Macroeconomics (2) 2008-04-29 2010-01-16
  6. NEP-PBE: Public Economics (2) 2007-02-10 2007-03-03
  7. NEP-PUB: Public Finance (2) 2007-02-10 2007-03-03
  8. NEP-BEC: Business Economics (1) 2005-04-16
  9. NEP-CFN: Corporate Finance (1) 2003-07-13
  10. NEP-EDU: Education (1) 2012-08-23
  11. NEP-HEA: Health Economics (1) 2007-08-14
  12. NEP-IAS: Insurance Economics (1) 2012-10-27

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