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Citations for " Horizon Length and Portfolio Risk"

by Gollier, Christian & Zeckhauser, Richard J

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  1. James Poterba & Joshua Rauh & Steven Venti & David Wise, 2006. "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Working Papers 11974, National Bureau of Economic Research, Inc.
  2. 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.
  3. Liu, Liqun & Rettenmaier, Andrew J., 2007. "Effects of mortality risk on risk-taking behavior," Economics Letters, Elsevier, vol. 94(1), pages 49-55, January.
  4. Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2014. "Circumstantial Risk: Impact of Future Tax Evasion and Labor Supply Opportunities on Risk Exposure," IZA Discussion Papers 7917, Institute for the Study of Labor (IZA).
  5. Bommier, Antoine & Rochet, Jean-Charles, 2003. "Risk Aversion and Planning Horizon," IDEI Working Papers 204, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2004.
  6. Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  7. In, Francis & Kim, Sangbae & Gençay, Ramazan, 2011. "Investment horizon effect on asset allocation between value and growth strategies," Economic Modelling, Elsevier, vol. 28(4), pages 1489-1497, July.
  8. Suen, Richard M. H., 2011. "Concave consumption function and precautionary wealth accumulation," MPRA Paper 34774, University Library of Munich, Germany.
  9. Gollier Christian, 2004. "Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 4(1), pages 1-35, September.
  10. Marcus Böhme, 2013. "Does Migration Raise Agricultural Investment? An Empirical Analysis for Rural Mexico," Kiel Working Papers 1840, Kiel Institute for the World Economy.
  11. Luigi Guiso & Tullio Jappelli, 2000. "Household Portfolios in Italy," CSEF Working Papers 43, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  12. Anne Lavigne, 2006. "Gouvernance et investissement des fonds de pension privés aux Etats-Unis," Working Papers halshs-00081401, HAL.
  13. Ottavio Ricchi & Adolfo Di Carluccio & Cecilia Frale, 2004. "Do Privatizations Boost Household Shareholding? Evidence from Italy," Working Papers 2004.3, Fondazione Eni Enrico Mattei.
  14. Luigi Guiso & Monica Paiella, 2007. "Risk Aversion, Wealth, and Background Risk," Economics Working Papers ECO2007/47, European University Institute.
  15. Hennessy, David A. & Lapan, Harvey E., 2006. "On the Nature of Certainty Equivalent Functionals," Staff General Research Papers 12552, Iowa State University, Department of Economics.
  16. El Mekkaoui de Freitas, Najat & Lavigne, Anne & Mahieu, Ronan, 2000. "Vieillissement et composition du patrimoine des ménages," Economics Papers from University Paris Dauphine 123456789/3511, Paris Dauphine University.
  17. Jaime Ruiz-Tagle, 2006. "Financial Markets Incompleteness and Inequality Over the Life-Cycle," Working Papers Central Bank of Chile 405, Central Bank of Chile.
  18. Gabriel Picone & Frank Sloan & Donald Taylor, 2004. "Effects of Risk and Time Preference and Expected Longevity on Demand for Medical Tests," Journal of Risk and Uncertainty, Springer, vol. 28(1), pages 39-53, January.
  19. Anne LAVIGNE, 2006. "Gouvernance et investissement des fonds de pension privés aux Etats-Unis," Working Papers 690, Orleans Economic Laboratorys, University of Orleans.
  20. Andersson, Björn, 2001. "Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data," Working Paper Series 2001:4, Uppsala University, Department of Economics.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.