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Citations for "Optimal life cycle asset allocation : understanding the empirical evidence"

by Alexander Michaelides & Francisco J. Gomes

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  1. Simon C. Parker & C. Mirjam van Praag, 2006. "The Entrepreneur's Mode of Entry: Business Takeover or New Venture Start?," Tinbergen Institute Discussion Papers 06-089/3, Tinbergen Institute.
  2. Guiso, Luigi & Sodini, Paolo, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
  3. Campbell, John, 2006. "Household Finance," Scholarly Articles 3157877, Harvard University Department of Economics.
  4. Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michalis, 2010. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," CEPR Discussion Papers 8017, C.E.P.R. Discussion Papers.
  5. Courtney Coile & Kevin Milligan, 2009. "How Household Portfolios Evolve After Retirement: The Effect Of Aging And Health Shocks," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 55(2), pages 226-248, 06.
  6. Wharton School & Nikolai Roussanov, 2008. "Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status," 2008 Meeting Papers 924, Society for Economic Dynamics.
  7. Khorunzhina, Natalia, 2013. "Structural estimation of stock market participation costs," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2928-2942.
  8. Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2008. "Economic integration and mature portfolios," CFS Working Paper Series 2008/05, Center for Financial Studies (CFS).
  9. Manuel García-Huitrón & Gregorio Impavido & Esperanza Lasagabaster, 2010. "New Policies for Mandatory Defined Contribution Pensions: Industrial Organization Models and Investment Products," IDB Publications (Books), Inter-American Development Bank, number 60278, march.
  10. Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2010. "The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios," NBER Working Papers 15682, National Bureau of Economic Research, Inc.
  11. Laurence J. Kotlikoff & Francisco J. Gomes & Luis M. Viceira, 2010. "The Excess Burden of Government Indecision," Boston University - Department of Economics - Working Papers Series WP2010-014, Boston University - Department of Economics.
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  13. Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2012. "Optimal life-cycle portfolios for heterogeneous workers," Carlo Alberto Notebooks 266, Collegio Carlo Alberto, revised 2013.
  14. Alan Gustman & Thomas Steinmeier, 2006. "Financial Risk, Retirement, Saving and Investment," Working Papers wp130, University of Michigan, Michigan Retirement Research Center.
  15. Blake, David & Wright, Douglas & Zhang, Yumeng, 2011. "Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," MPRA Paper 34277, University Library of Munich, Germany.
  16. Kai Yuan Kuan & Mark R. Cullen & Sepideh Modrek, 2015. "Racial Disparities in Savings Behavior for a Continuously Employed Cohort," NBER Working Papers 20937, National Bureau of Economic Research, Inc.
  17. Hackethal, Andreas & Inderst, Roman & Meyer, Steffen, 2010. "Trading on Advice," CEPR Discussion Papers 8091, C.E.P.R. Discussion Papers.
  18. Jaime Ruiz-Tagle, 2006. "Financial Markets Incompleteness and Inequality Over the Life-Cycle," Working Papers Central Bank of Chile 405, Central Bank of Chile.
  19. Paul Willen & Felix Kubler, 2006. "Collateralized Borrowing And Life-Cycle Portfolio Choice," 2006 Meeting Papers 578, Society for Economic Dynamics.
  20. Pierre‐André Chiappori & Monica Paiella, 2011. "Relative Risk Aversion Is Constant: Evidence From Panel Data," Journal of the European Economic Association, European Economic Association, vol. 9(6), pages 1021-1052, December.
  21. 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.
  22. Joachim Inkmann & Alexander Michaelides, 2012. "Can the Life Insurance Market Provide Evidence for a Bequest Motive?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(3), pages 671-695, 09.
  23. Claudio Campanale & Carolina Fugazza & Francisco Gomes, 2012. "Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets," Carlo Alberto Notebooks 269, Collegio Carlo Alberto.
  24. Claudio Campanale, 2011. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 339-367, April.
  25. Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco J, 2015. "Life-Cycle Portfolio choice with Liquid and Illiquid Assets," CEPR Discussion Papers 10369, C.E.P.R. Discussion Papers.
  26. Giuseppe Cappelletti, 2012. "Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation," Temi di discussione (Economic working papers) 845, Bank of Italy, Economic Research and International Relations Area.
  27. James M. Poterba & Joshua Rauh & Steven F. Venti & David A. Wise, 2009. "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Chapters, in: Developments in the Economics of Aging, pages 15-50 National Bureau of Economic Research, Inc.
  28. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2007. "Portfolio choice over the life-cycle when the stock and labor markets are cointegrated," Working Paper Series WP-07-11, Federal Reserve Bank of Chicago.
  29. Claudio Campanale, 2009. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," 2009 Meeting Papers 38, Society for Economic Dynamics.
  30. Luik, Marc-André & Berlemann, Michael, 2014. "Institutional Reform and Depositors’ Portfolio Choice: Evidence from Censored Quantile Regressions," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100291, Verein für Socialpolitik / German Economic Association.
  31. Sydney Ludvigson, 2008. "The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 9(2), April.
  32. Geng Li, 2012. "Gamblers as personal finance activists," Finance and Economics Discussion Series 2012-18, Board of Governors of the Federal Reserve System (U.S.).
  33. Luca Benzoni & Olena Chyruk, 2009. "Investing over the life cycle with long-run labor income risk," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 29-43.
  34. John Ameriks & Andrew Caplin & Steven Laufer & Stijn Van Nieuwerburgh, 2011. "The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives," Journal of Finance, American Finance Association, vol. 66(2), pages 519-561, 04.
  35. Simon Parker & Mirjam van Praag, 2004. "Schooling, Capital Constraints and Entrepreneurial Performance," Tinbergen Institute Discussion Papers 04-106/3, Tinbergen Institute, revised 07 Mar 2005.
  36. Pang, Gaobo & Warshawsky, Mark, 2010. "Optimizing the equity-bond-annuity portfolio in retirement: The impact of uncertain health expenses," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 198-209, February.
  37. Li, Wenli & Liu, Haiyong & Yao, Rui, 2009. "Housing over time and over the life cycle: a structural estimation," Working Papers 09-7, Federal Reserve Bank of Philadelphia.
  38. Sebastian Ebert & Daniel Wiesen, 2014. "Joint measurement of risk aversion, prudence, and temperance," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
  39. Claudio Campanale, 2008. "Life-Cycle Portfolio Choice: The Role of Heterogeneity and Under-diversification," Working Papers. Serie AD 2008-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  40. Christopher Malloy & Tobias Moskowitz, 2005. "Human Capital Risk, Stockholder Consumption, and Asset Returns," 2005 Meeting Papers 123, Society for Economic Dynamics.
  41. James M. Poterba & Joshua Rauh & Steven F. Venti & David A. Wise, 2009. "Reducing Social Security PRA Risk at the Individual Level: Life-Cycle Funds and No-Loss Strategies," NBER Chapters, in: Social Security Policy in a Changing Environment, pages 255-292 National Bureau of Economic Research, Inc.
  42. Valery Polkovnichenko, 2005. "Household Portfolio Diversification: A Case for Rank-Dependent Preferences," Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1467-1502.
  43. Binswanger, Johannes & Salm, Martin, 2013. "Does Everyone Use Probabilities? Intuitive and Rational Decisions about Stockholding," IZA Discussion Papers 7265, Institute for the Study of Labor (IZA).
  44. Jacob, Martin, 2011. "Tax Regimes and Capital Gains Realizations," Working Paper Series, Center for Fiscal Studies 2011:9, Uppsala University, Department of Economics.
  45. Yongsung Chang & Jay Hong & Marios Karabarbounis, 2013. "Life Cycle Uncertainty and Portfolio Choice Puzzles," 2013 Meeting Papers 595, Society for Economic Dynamics.
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