-
1
-
-
0003355821
-
Household portfolios in the Netherlands
-
In: Guiso L, Haliassos M, Jappelli T (eds.) The MIT Press, Cambridge
-
Alessie R, Hochguertel S, Van Soest A (2002) Household portfolios in the Netherlands, In: Guiso L, Haliassos M, Jappelli T (eds.) Household Portfolios. The MIT Press, Cambridge, pp 34-388
-
(2002)
Household Portfolios
, pp. 34-388
-
-
Alessie, R.1
Hochguertel, S.2
Van Soest, A.3
-
5
-
-
0003263639
-
Household portfolios in the United Kingdom
-
In: Guiso L, Haliassos M, Jappelli T (eds.) The MIT Press, Cambridge
-
Banks J, Tanner S (2002) Household portfolios in the United Kingdom. In: Guiso L, Haliassos M, Jappelli T (eds.) Household Portfolios. The MIT Press, Cambridge, pp 219-250
-
(2002)
Household Portfolios
, pp. 219-250
-
-
Banks, J.1
Tanner, S.2
-
7
-
-
0010734265
-
Household portfolios in the United States
-
In: Guiso L, Haliassos M, Jappelli T (eds.) The MIT Press, Cambridge
-
Bertaut C, Starr-McCluer M (2002) Household portfolios in the United States, In: Guiso L, Haliassos M, Jappelli T (eds.), Household Portfolios, The MIT Press, Cambridge, pp 181-217.
-
(2002)
Household Portfolios
, pp. 181-217
-
-
Bertaut, C.1
Starr-McCluer, M.2
-
8
-
-
33947394250
-
An analysis of investment advice to retirement plan participants
-
In: Mitchell O, Smetters K (eds.) Oxford University Press, Oxford et al
-
Bodie Z (2003) An analysis of investment advice to retirement plan participants, In: Mitchell O, Smetters K (eds.) The Pension Challenge: Risk Transfers and Retirement Income Security, Oxford University Press, Oxford et al., pp 19-32
-
(2003)
The Pension Challenge: Risk Transfers and Retirement Income Security
, pp. 19-32
-
-
Bodie, Z.1
-
9
-
-
0242551175
-
Optimal consumption-portfolio choices and retirement planning
-
Bodie Z, Detemple J, Otruba S, Walter S (2004), Optimal consumption-portfolio choices and retirement planning. J Econ Dyn Control 28:1115-1148
-
(2004)
J Econ Dyn Control
, vol.28
, pp. 1115-1148
-
-
Bodie, Z.1
Detemple, J.2
Otruba, S.3
Walter, S.4
-
10
-
-
0000164151
-
Labor supply flexibility and portfolio choice in a life-cycle model
-
Bodie Z, Merton R, Samuelson W (1992) Labor supply flexibility and portfolio choice in a life-cycle model. J Econ Dyn Control 16:427-449
-
(1992)
J Econ Dyn Control
, vol.16
, pp. 427-449
-
-
Bodie, Z.1
Merton, R.2
Samuelson, W.3
-
11
-
-
4944261667
-
Two puzzles of asset pricing and their implications for investors
-
Campbell J (2003) Two puzzles of asset pricing and their implications for investors. Am Econ 47:48-74
-
(2003)
Am Econ
, vol.47
, pp. 48-74
-
-
Campbell, J.1
-
12
-
-
33746814380
-
Household finance
-
Campbell J (2006) Household finance. J Financ 61:1553-1604
-
(2006)
J Financ
, vol.61
, pp. 1553-1604
-
-
Campbell, J.1
-
13
-
-
0011829727
-
Investing retirement wealth: A life-cycle model
-
In: Campbell J, Feldstein M (eds.) n.l., University of Chicago Press, Chicago
-
Campbell J, Cocco J, Gomes F, Maenhout P (2000) Investing retirement wealth: A life-cycle model, In: Campbell J, Feldstein M (eds.) Risk Aspects of Investment-Based Social Security Reform, n.l., University of Chicago Press, Chicago, pp. 439-480
-
(2000)
Risk Aspects of Investment-Based Social Security Reform
, pp. 439-480
-
-
Campbell, J.1
Cocco, J.2
Gomes, F.3
Maenhout, P.4
-
16
-
-
2442701306
-
Portfolios of the rich
-
In: Guiso L, Haliassos M, Jappelli T (eds.) The MIT Press, Cambridge
-
Carroll C (2002b) Portfolios of the rich, In: Guiso L, Haliassos M, Jappelli T (eds.), House- hold Portfolios. The MIT Press, Cambridge, pp 389-429
-
(2002)
House- Hold Portfolios
, pp. 389-429
-
-
Carroll, C.1
-
17
-
-
0031232423
-
The nature of precautionary wealth
-
Carroll C, Samwick A (1997) The nature of precautionary wealth. J Monetary Econ 40:41-71
-
(1997)
J Monetary Econ
, vol.40
, pp. 41-71
-
-
Carroll, C.1
Samwick, A.2
-
19
-
-
25844509862
-
Portfolio choice in the presence of housing
-
Cocco J (2004) Portfolio choice in the presence of housing. Rev Financial Stud 18:535-567
-
(2004)
Rev Financial Stud
, vol.18
, pp. 535-567
-
-
Cocco, J.1
-
20
-
-
25844520759
-
Consumption and portfolio choice over the life-cycle
-
Cocco J, Gomes F, Maenhout P (2005) Consumption and portfolio choice over the life-cycle. Rev Financial Stud 18:491-533
-
(2005)
Rev Financial Stud
, vol.18
, pp. 491-533
-
-
Cocco, J.1
Gomes, F.2
Maenhout, P.3
-
21
-
-
0002894909
-
Where is the market going? Uncertain facts and novel theories
-
Cochrane J (1997) Where is the market going? Uncertain facts and novel theories. J Econ Perspectives 21:3-37
-
(1997)
J Econ Perspectives
, vol.21
, pp. 3-37
-
-
Cochrane, J.1
-
26
-
-
0000842941
-
Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework
-
Epstein L, Zin S (1989) Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework. Econometrica 57:937-969
-
(1989)
Econometrica
, vol.57
, pp. 937-969
-
-
Epstein, L.1
Zin, S.2
-
27
-
-
0003300465
-
Household portfolios in germany
-
In: Guiso L, Haliassos M, Jappelli T (eds.) The MIT Press, Cambridge and London
-
Eymann A, Börsch-Supan A (2002) Household portfolios in germany, In: Guiso L, Haliassos M, Jappelli T (eds.) Household Portfolios. The MIT Press, Cambridge and London, pp. 291-340
-
(2002)
Household Portfolios
, pp. 291-340
-
-
Eymann, A.1
Börsch-Supan, A.2
-
28
-
-
16344380079
-
The effects of health, wealth and wages on labour supply and retirement behavior
-
French E (2005) The effects of health, wealth and wages on labour supply and retirement behavior. Rev Econ Stud 72:395-427
-
(2005)
Rev Econ Stud
, vol.72
, pp. 395-427
-
-
French, E.1
-
29
-
-
0242508471
-
Portfolio choice with internal habit formation: A life-cycle model with uninsurable labor income risk
-
Gomes F, Michaelides A (2003) Portfolio choice with internal habit formation: A life-cycle model with uninsurable labor income risk. Rev Econ Dynam 6:729-766
-
(2003)
Rev Econ Dynam
, vol.6
, pp. 729-766
-
-
Gomes, F.1
Michaelides, A.2
-
30
-
-
16244407145
-
Optimal life cycle asset allocation: Understanding the empiric evidence
-
Gomes F, Michaelides A (2005) Optimal life cycle asset allocation: Understanding the empiric evidence. J Finance 60:869-904
-
(2005)
J Finance
, vol.60
, pp. 869-904
-
-
Gomes, F.1
Michaelides, A.2
-
31
-
-
33947390686
-
-
Working Paper, September, London Business School, London
-
Gomes F, Michaelides A, Polkovnichenko V (2004) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts. Working Paper, September, London Business School, London
-
(2004)
Portfolio Choice and Wealth Accumulation With Taxable and Tax-Deferred Accounts
-
-
Gomes, F.1
Michaelides, A.2
Polkovnichenko, V.3
-
32
-
-
0036219398
-
Consumption over the life cycle
-
Gourinchas P, Parker J (2002) Consumption over the life cycle. Econometrica 70:47-89
-
(2002)
Econometrica
, vol.70
, pp. 47-89
-
-
Gourinchas, P.1
Parker, J.2
-
34
-
-
0003354459
-
Household portfolios in Italy
-
In: Guiso L, Haliassos M, Jappelli T (eds.) The MIT Press, Cambridge
-
Guiso L, Jappelli T (2002) Household portfolios in Italy, In: Guiso L, Haliassos M, Jappelli T (eds.), Household Portfolios, The MIT Press, Cambridge pp 251-289
-
(2002)
Household Portfolios
, pp. 251-289
-
-
Guiso, L.1
Jappelli, T.2
-
35
-
-
0010693853
-
Calibration and computation of household portfolio models
-
In: Guiso L, Haliassos M, Jappelli T (eds.) The MIT Press, Cambridge
-
Haliassos M, Michaelides A (2002) Calibration and computation of household portfolio models, In: Guiso L, Haliassos M, Jappelli T (eds.) Household Portfolios. The MIT Press, Cambridge, pp 55-101
-
(2002)
Household Portfolios
, pp. 55-101
-
-
Haliassos, M.1
Michaelides, A.2
-
36
-
-
0001927927
-
Portfolio choice in the presence of background risk
-
Heaton J, Lucas D (2000) Portfolio choice in the presence of background risk. Econ J 110:1-26
-
(2000)
Econ J
, vol.110
, pp. 1-26
-
-
Heaton, J.1
Lucas, D.2
-
37
-
-
84937283253
-
Precautionary saving and social insurance
-
Hubbard R, Skinner J, Zeldes S (1995) Precautionary saving and social insurance. J Polit Econ 103:360-399
-
(1995)
J Polit Econ
, vol.103
, pp. 360-399
-
-
Hubbard, R.1
Skinner, J.2
Zeldes, S.3
-
38
-
-
2442647482
-
Portfolio holdings of the elderly
-
In: Guiso L, Haliassos M, Jappelli T (eds.) The MIT Press, Cambridge
-
Hurd M (2002) Portfolio holdings of the elderly, In: Guiso L, Haliassos M, Jappelli T (eds.) Household Portfolios. The MIT Press, Cambridge, pp. 431-472.
-
(2002)
Household Portfolios
, pp. 431-472
-
-
Hurd, M.1
-
41
-
-
84995186518
-
Portfolio selection
-
Markowitz H (1952) Portfolio selection. J Finance 7:77-91
-
(1952)
J Finance
, vol.7
, pp. 77-91
-
-
Markowitz, H.1
-
42
-
-
0011090049
-
Optimum consumption and portfolio rules in a continuous-time model
-
Merton R (1971) Optimum consumption and portfolio rules in a continuous-time model. J Econ Theory 3:373-413
-
(1971)
J Econ Theory
, vol.3
, pp. 373-413
-
-
Merton, R.1
-
43
-
-
33947383943
-
Life-cycle portfolio choice with additive habit formation preferences and uninsurable labor income risk
-
(forth-coming)
-
Polkovnichenko V (2006) Life-cycle portfolio choice with additive habit formation preferences and uninsurable labor income risk. Rev Financial Stud (forth-coming)
-
(2006)
Rev Financial Stud
-
-
Polkovnichenko, V.1
-
45
-
-
0000314743
-
Lifetime portfolio selection by dynamic stochastic programming
-
Samuelson P (1969) Lifetime portfolio selection by dynamic stochastic programming. Rev Econ Stat 51:239-246
-
(1969)
Rev Econ Stat
, vol.51
, pp. 239-246
-
-
Samuelson, P.1
-
47
-
-
12344264177
-
Optimal consumption and portfolio choices with risky housing and borrowing constraints
-
Yao R, Zhang H (2005) Optimal consumption and portfolio choices with risky housing and borrowing constraints. Rev Financial Stud 18:197-239
-
(2005)
Rev Financial Stud
, vol.18
, pp. 197-239
-
-
Yao, R.1
Zhang, H.2
|