IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Horizon Length and Portfolio Risk"

by Gollier, Christian & Zeckhauser, Richard J

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as
in new window


  1. 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.
  2. Suen, Richard M. H., 2011. "Concave consumption function and precautionary wealth accumulation," MPRA Paper 34774, University Library of Munich, Germany.
  3. Yaniv Azoulay & Andrey Kudryavtsev & Shosh Shahrabani, 2016. "Accumulating approach to the life-cycle pension model: practical advantages," Financial Theory and Practice, Institute of Public Finance, vol. 40(4), pages 413-436.
  4. Anne Lavigne, 2006. "Gouvernance et investissement des fonds de pension privés aux Etats-Unis," Working Papers halshs-00081401, HAL.
  5. Chen, An & Vellekoop, Michel, 2017. "Optimal investment and consumption when allowing terminal debt," European Journal of Operational Research, Elsevier, vol. 258(1), pages 385-397.
  6. Luigi Guiso & Monica Paiella, 2008. "Risk Aversion, Wealth, and Background Risk," Journal of the European Economic Association, MIT Press, vol. 6(6), pages 1109-1150, December.
  7. repec:hal:wpaper:halshs-01238584 is not listed on IDEAS
  8. Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2015. "Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure," Journal of Economic Behavior & Organization, Elsevier, vol. 109(C), pages 85-100.
  9. Marcus H. Böhme, 2015. "Does migration raise agricultural investment? An empirical analysis for rural Mexico," Agricultural Economics, International Association of Agricultural Economists, vol. 46(2), pages 211-225, 03.
  10. Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risk-sharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652-672, November.
  11. Andersson, Björn, 2001. "Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data," Working Paper Series 2001:4, Uppsala University, Department of Economics.
  12. Nicolas Drouhin, 2016. "Non stationary additive utility and time consistency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01238584, HAL.
  13. 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.
  14. Guiso, Luigi & Jappelli, Tullio, 2000. "Household Portfolios in Italy," CEPR Discussion Papers 2549, C.E.P.R. Discussion Papers.
  15. Klos, Alexander & Langer, Thomas & Weber, Martin, 2002. "Über kurz oder lang - Welche Rolle spielt der Anlagehorizont bei Investitionsentscheidungen?," Sonderforschungsbereich 504 Publications 02-49, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  16. Hennessy, David A. & Lapan, Harvey E., 2006. "On the nature of certainty equivalent functionals," Journal of Mathematical Economics, Elsevier, vol. 43(1), pages 1-10, December.
  17. Christian Gollier, 2005. "Optimal Portfolio Management for Individual Pension Plans," CESifo Working Paper Series 1394, CESifo Group Munich.
  18. Gollier, Christian, 2007. "Assets Relative Risk for Long-term Investors," IDEI Working Papers 466, Institut d'Économie Industrielle (IDEI), Toulouse.
  19. 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.
  20. Andrey Kudryavtsev & Shosh Shahrabani & Yaniv Azoulay, 2017. "Frequency of Adjusting Asset Allocations in the Life-Cycle Pension Model: When Doing More Is Not Necessarily Better," Bulletin of Applied Economics, Risk Market Journals, vol. 4(1), pages 13-33.
  21. Klos, Alexander, 2004. "The investment horizon and dynamic asset allocation--some experimental evidence," Economics Letters, Elsevier, vol. 85(2), pages 167-170, November.
  22. Liu, Liqun & Rettenmaier, Andrew J., 2007. "Effects of mortality risk on risk-taking behavior," Economics Letters, Elsevier, vol. 94(1), pages 49-55, January.
  23. 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.
  24. repec:dau:papers:123456789/3511 is not listed on IDEAS
  25. Jaime Ruiz-Tagle, 2006. "Financial Markets Incompleteness and Inequality Over the Life-Cycle," Working Papers Central Bank of Chile 405, Central Bank of Chile.
  26. Ottavio Ricchi & Adolfo Di Carluccio & Cecilia Frale, 2004. "Do Privatizations Boost Household Shareholding? Evidence from Italy," Working Papers 2004.3, Fondazione Eni Enrico Mattei.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.