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Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
16 references·5 citing·30 second hop
Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts (2008)Asset Allocation and Location over the Li…Annuitization and asset allocation (2007)Annuitization and asset alloc…Optimal life cycle asset allocation : understanding the empirical evidence (2005)Optimal life cycle asset allo…Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (2005)Dynamic Consumption and Portf…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Portfolio Choice in the Presence of Housing (2004)Portfolio Choice in the Prese…Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints (2004)Optimal Consumption and Portf…Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (2002)Portfolio and Consumption Dec…A multivariate model of strategic asset allocation (2002)A multivariate model of strat…Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (2001)Optimal Portfolio Choice for …Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach (1999)Estimating Portfolio and Cons…Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (1999)Dynamic Consumption and Portf…Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Savings of the Elderly and Desired Bequests (1987)Savings of the Elderly and De…The Strategic Bequest Motive (1986)The Strategic Bequest MotiveOptimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model (1975)Optimal consumption, portfoli…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection (2013)Optimal Life Cycle Portfolio …Complexity as a Barrier to Annuitization: Do Consumers Know How to Value Annuities? (2013)Complexity as a Barrier to An…Do Consumers Know How to Value Annuities? Complexity as a Barrier to Annuitization (2012)Do Consumers Know How to Valu…Framing Effects and Expected Social Security Claiming Behavior (2011)Framing Effects and Expected …Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts (2009)Extending Life Cycle Models o…Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Consumption Over the Life Cycle (2002)Cognitive Ability and Portfolio Choice (2010)Financial Literacy, Retirement Planning and Household Wealth (2012)Are Government Bonds Net Wealth? (1974)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)Specification Tests in Econometrics (1978)Motives for Private Income Transfers (1987)Giving with Impure Altruism: Applications to Charity and Ricardian Equivalence (1989)The Ricardian Approach to Budget Deficits (1989)Precautionary Saving in the Small and in the Large (1990)Hedging, Familiarity and Portfolio Choice (2006)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Asset allocation under multivariate regime switching (2007)Do mutual funds time the market? Evidence from portfolio holdings (2007)A Theory of the Term Structure of Interest Rates (1985)International asset allocation under regime switching, skew, and kurtosis preferences (2008)Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (2005)How do house prices affect consumption? Evidence from micro data (2006)Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)Owner-Occupied Housing and the Composition of the Household Portfolio (2002)Optimal Financial Knowledge and Wealth Inequality (2017)
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References

  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 1986The Strategic Bequest Motive1,196 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 2004Portfolio Choice in the Presence of Housing1,004 cited
  • 2005Optimal life cycle asset allocation : understanding the empirical evidence773 cited
  • 2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income755 cited
  • 2004Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints590 cited
  • 2002A multivariate model of strategic asset allocation551 cited
  • 2002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets513 cited
  • 1975Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model436 cited
  • 2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets418 cited
  • 1999Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach404 cited
  • 1987Savings of the Elderly and Desired Bequests399 cited
  • 1999

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Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
363 cited
  • 2007Annuitization and asset allocation272 cited
  • Cited by

    • 2011Framing Effects and Expected Social Security Claiming Behavior37 cited
    • 2012Do Consumers Know How to Value Annuities? Complexity as a Barrier to Annuitization35 cited
    • 2013Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection34 cited
    • 2009Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts25 cited
    • 2013Complexity as a Barrier to Annuitization: Do Consumers Know How to Value Annuities?21 cited