SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion
16 references·8 citing·35 second hop
Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion (2006)Optimizing the Retirement Portfolio: Asse…Determining Withdrawal Rates Using Historical Data (2007)Determining Withdrawal Rates …Annuitization and asset allocation (2007)Annuitization and asset alloc…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Annuities and Individual Welfare (2005)Annuities and Individual Welf…Insurance: Mathematics and Economics (2004)Insurance: Mathematics and Ec…Risk Aspects of Investment-Based Social Security Reform (2001)Risk Aspects of Investment-Ba…Joint Life Annuities and Annuity Demand by Married Couples (2000)Joint Life Annuities and Annu…New Evidence on the Money's Worth of Individual Annuities (1999)New Evidence on the Money's W…Kalman Filtering of Generalized Vasicek Term Structure Models (1999)Kalman Filtering of Generaliz…New Evidence on the Money's Worth of Individual Annuities (1997)New Evidence on the Money's W…Review of quantitative finance and accounting (1993)Review of quantitative financ…How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities (1991)How Strong Are Bequest Motive…Continuous-Time Finance. (1991)Continuous-Time Finance.Continuous-Time Finance. (1991)Continuous-Time Finance.Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…Estimating the joint survival probabilities of married individuals (2015)Estimating the joint survival…Critical Questions for the Transition to Defined Contribution Pension Systems in the Public Sector (2011)Critical Questions for the Tr…Comparing Strategies for Retirement Wealth Management: Mutual Funds and Annuities (2011)Comparing Strategies for Reti…What Makes a Better Annuity? (2010)What Makes a Better Annuity?Center for Retirement Research (2008)Center for Retirement ResearchWho Values the Social Security Annuity? New evidence on the Annuity Puzzle (2007)Who Values the Social Securit…Optimal Retirement Asset Decumulation Strategies: The Impact of Housing Wealth (2007)Optimal Retirement Asset Decu…Money in Motion: Dynamic Portfolio Choice in Retirement (2007)Money in Motion: Dynamic Port…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)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)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Backward Stochastic Differential Equations in Finance (1997)An Engine, Not a Camera (2006)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)An Application of Extreme Value Theory for Measuring Financial Risk (2006)Models for construction of multivariate dependence – a comparison study (2008)Decision Rules and Maximum Initial Withdrawal Rates (2006)Following the rules: Integrating asset allocation and annuitization in retirement portfolios (2007)Optimal consumption and portfolio choice for pooled annuity funds (2007)An International Analysis of Life Insurance Demand (1993)Wealth and Stratification Processes (2000)Household Finance (2021)Sources of Advantageous Selection: Evidence from the Medigap Insurance Market (2008)WHAT GOOD IS WEALTH WITHOUT HEALTH? THE EFFECT OF HEALTH ON THE MARGINAL UTILITY OF CONSUMPTION (2008)Beyond Nudges : Tools of a Choice Architecture (2012)Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market (2004)Pay Me Later: Inside Debt and Its Role in Managerial Compensation (2007)Stock Market Crashes, Precursors and Replicas (1996)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2006)Applications of Statistical Mechanics (2014)
this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2004Insurance: Mathematics and Economics1,308 cited
  • 1999New Evidence on the Money's Worth of Individual Annuities795 cited
  • 2005Annuities and Individual Welfare715 cited
  • 1991Continuous-Time Finance.647 cited
  • 1991How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities489 cited
  • 2007Determining Withdrawal Rates Using Historical Data302 cited
  • 1997New Evidence on the Money's Worth of Individual Annuities293 cited
  • 2007Annuitization and asset allocation272 cited
  • 1999Kalman Filtering of Generalized Vasicek Term Structure Models259 cited
  • 2000Joint Life Annuities and Annuity Demand by Married Couples253 cited
  • 1993Review of quantitative finance and accounting240 cited
  • 2001Risk Aspects of Investment-Based Social Security Reform

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

214 cited

Cited by

  • 2010What Makes a Better Annuity?31 cited
  • 2008Center for Retirement Research30 cited
  • 2007Who Values the Social Security Annuity? New evidence on the Annuity Puzzle27 cited
  • 2011Comparing Strategies for Retirement Wealth Management: Mutual Funds and Annuities17 cited
  • 2007Money in Motion: Dynamic Portfolio Choice in Retirement16 cited
  • 2011Critical Questions for the Transition to Defined Contribution Pension Systems in the Public Sector15 cited
  • 2007Optimal Retirement Asset Decumulation Strategies: The Impact of Housing Wealth15 cited
  • 2015Estimating the joint survival probabilities of married individuals12 cited