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Retirement Investing: A New Approach
12 references·2 citing·36 second hop
Retirement Investing: A New Approach (2001)Retirement Investing: A New ApproachBlackwell, Sir Basil Henry (1889–1984) (2017)Blackwell, Sir Basil Henry (1…The Design and Production of New Retirement Savings Products (1999)The Design and Production of …Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income (1999)Optimal Portfolio Choice for …Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model (1992)Labor Supply Flexibility and …Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …The Returns and Risk of Alternative Call Option Portfolio Investment Strategies (1978)The Returns and Risk of Alter…Theory of Finance from the Perspective of Continuous Time (1975)Theory of Finance from the Pe…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Risk Aspects of Investment-Based Social Security ReformRisk Aspects of Investment-Ba…The Most Basic Missing Instrument in Financial Markets: The Case for Forward Starting Bonds (2015)The Most Basic Missing Instru…The Floor-Leverage Rule for Retirement (2013)The Floor-Leverage Rule for R…Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)The Pricing of Options and Corporate Liabilities (1973)Fact and Fantasy in the Use of Options (1975)Option Portfolio Strategies: Measurement and Evaluation (1984)Expected Option Returns (1999)Passive Options-Based Investment Strategies (2005)Theory of rational option pricing (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)THE RELATIONSHIP BETWEEN YIELD, RISK, AND RETURN OF CORPORATE BONDS (1978)Thoughts on the Future: Life-Cycle Investing in Theory and Practice (2003)Thoughts on the Future: Life-Cycle Investing in Theory and Practice (2015)Optimal Consumption and Investment with Capital Gains Taxes (2001)Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence (2005)Loss-aversion and household portfolio choice (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Why Should Older People Invest Less in Stocks Than Younger People? (1996)Saving and investing for early retirement: A theoretical analysis☆ (2006)Investor Networks in the Stock Market (2011)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)Portfolio Choice in the Presence of Housing (2004)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE (2005)Social capital, institutions and trust (2007)Identifying and Measuring Chronic Poverty: Beyond Monetary Measures? (2013)
this work references cited by second hop

References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1992Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model360 cited
  • 1999Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income257 cited
  • 1978The Returns and Risk of Alternative Call Option Portfolio Investment Strategies141 cited
  • 1975Theory of Finance from the Perspective of Continuous Time108 cited
  • 2017Blackwell, Sir Basil Henry (1889–1984)79 cited
  • 1999The Design and Production of New Retirement Savings Products42 cited
  • n.d.Risk Aspects of Investment-Based Social Security Reform31 cited

Cited by

  • 2013The Floor-Leverage Rule for Retirement23 cited
  • 2015The Most Basic Missing Instrument in Financial Markets: The Case for Forward Starting Bonds15 cited

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