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Optimal Portfolio Choice with Annuitization
16 references·0 citing·42 second hop
Optimal Portfolio Choice with Annuitization (2006)Optimal Portfolio Choice with Annuitizati…Inflation risk premia and the expectations hypothesis (2005)Inflation risk premia and the…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Bond Risk Premia (2005)Bond Risk PremiaA Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability (2005)A Simulation Approach to Dyna…Predicting the Equity Premium with Dividend Ratios (2003)Predicting the Equity Premium…Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (2002)Portfolio and Consumption Dec…Dynamic Asset Allocation under Inflation (2002)Dynamic Asset Allocation unde…A multivariate model of strategic asset allocation (2002)A multivariate model of strat…Who Should Buy Long-Term Bonds? (2001)Who Should Buy Long-Term Bond…Private pensions, mortality risk, and the decision to annuitize (2001)Private pensions, mortality r…New Evidence on the Money's Worth of Individual Annuities (1999)New Evidence on the Money's W…Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach (1999)Estimating Portfolio and Cons…Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)Consumption and Portfolio Dec…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…The Cost of Annuities: Implications for Saving Behavior and Bequests (1990)The Cost of Annuities: Implic…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…The Pricing of Options and Corporate Liabilities (1973)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)Forecasting the Term Structure of Government Bond Yields (2003)Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Consumption Over the Life Cycle (2002)Portfolio Choice in the Presence of Housing (2004)Cognitive Ability and Portfolio Choice (2010)Financial Literacy, Retirement Planning and Household Wealth (2012)Household Risk Management and Optimal Mortgage Choice (2003)The Term Structure of Real Rates and Expected Inflation (2007)The Econometrics of Financial Markets (2012)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)The equity premium: A puzzle (1985)Stock Return Predictability: Is it There? (2001)Bad Beta, Good Beta (2004)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Comparing Predictive Accuracy (1994)Reconciling the Return Predictability Evidence (2007)Forecasting Stock Returns (2013)International Stock Return Predictability: What Is the Role of the United States? (2013)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (2005)Asset allocation under multivariate regime switching (2007)Do mutual funds time the market? Evidence from portfolio holdings (2007)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Expected Stock Returns and Variance Risk Premia (2009)How Sovereign Is Sovereign Credit Risk? (2011)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market (2004)Annuities and Individual Welfare (2005)Pay Me Later: Inside Debt and Its Role in Managerial Compensation (2007)International asset allocation under regime switching, skew, and kurtosis preferences (2008)
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References

  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 2005Bond Risk Premia1,546 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited
  • 1999New Evidence on the Money's Worth of Individual Annuities795 cited
  • 2003Predicting the Equity Premium with Dividend Ratios764 cited
  • 2001Who Should Buy Long-Term Bonds?624 cited
  • 2002A multivariate model of strategic asset allocation551 cited
  • 2002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets513 cited
  • 2002Dynamic Asset Allocation under Inflation411 cited
  • 1999Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach404 cited
  • 1990The Cost of Annuities: Implications for Saving Behavior and Bequests385 cited
  • 2001Private pensions, mortality risk, and the decision to annuitize348 cited
  • 2005A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability335 cited

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  • 2005Inflation risk premia and the expectations hypothesis253 cited
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