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Voluntary Participation and Intergenerational Risk Sharing in a Funded Pension System
16 references·0 citing·50 second hopsampled
Voluntary Participation and Intergenerational Risk Sharing in a Funded Pension System (2011)Voluntary Participation and Intergenerati…Intergenerational Risk Sharing, Pensions, and Endogenous Labour Supply in General Equilibrium* (2013)Intergenerational Risk Sharin…Social security and risk sharing (2010)Social security and risk shar…Intergenerational risk sharing within funded pension schemes (2010)Intergenerational risk sharin…Intergenerational risk sharing and fiscal policy (2009)Intergenerational risk sharin…Pensions and Intergenerational Risk‐sharing in General Equilibrium (2008)Pensions and Intergenerationa…Saving and Investing Over the Life Cycle and the Role of Collective Pension Funds (2007)Saving and Investing Over the…Intergenerational risk-sharing and risk-taking of a pension fund (2007)Intergenerational risk-sharin…Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design (2007)Intergenerational Risk Sharin…Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!? (2006)Pareto-Improving Social Secur…Pareto Improving Social Security Reform when Financial Markets are Incomplete? (2003)Pareto Improving Social Secur…A multivariate model of strategic asset allocation (2002)A multivariate model of strat…Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design (2001)Intergenerational Risk Sharin…A Multivariate Model of Strategic Asset Allocation (2001)A Multivariate Model of Strat…Social Security and Demographic Uncertainty: The Risk Sharing Properties of Alternative Policies (1999)Social Security and Demograph…Intergenerational Risk Sharing, Stability and Optimality of Alternative Pension Systems (1997)Intergenerational Risk Sharin…Implications of Efficient Risk Sharing without Commitment (1996)Implications of Efficient Ris…Optimum consumption and portfolio rules in a continuous-time model (1971)Advances in prospect theory: Cumulative representation of uncertainty (1992)Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model (2009)Consumer Financial Behavior: An Interdisciplinary Review of Selected Theories and Research (2011)Financial Literacy, Retirement Planning and Household Wealth (2012)The Quarterly Journal of Economics (2024)Production, growth and business cycles (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)The Political Economy of Government‐Issued Longevity Bonds (2006)The Econometrics of Financial Markets (2012)Intergenerational Risk Sharing and Endogenous Labour Supply within Funded Pension Schemes (2014)PORTFOLIO SELECTION* (1952)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 Pricing at the Millennium (2000)Asset allocation under multivariate regime switching (2007)Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (2017)Domestic Savings and International Capital Flows (1979)A Contribution to the Empirics of Economic Growth (1992)The Structure of Wages (1992)Asset-Market Effects of the Baby Boom and Social-Security Reform (2002)The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security (2003)On the Theory of Infinitely Repeated Games with Discounting (1988)Recursive Methods in Economic Dynamics (1989)Default and Renegotiation: A Dynamic Model of Debt (1998)Risk-sharing networks in rural Philippines (2003)Does Income Inequality Lead to Consumption Inequality? 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References

  • 1996Implications of Efficient Risk Sharing without Commitment727 cited
  • 2002A multivariate model of strategic asset allocation551 cited
  • 2007Intergenerational risk-sharing and risk-taking of a pension fund270 cited
  • 2006Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!?260 cited
  • 2001A Multivariate Model of Strategic Asset Allocation208 cited
  • 2010Intergenerational risk sharing within funded pension schemes182 cited
  • 2007Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design134 cited
  • 1999Social Security and Demographic Uncertainty: The Risk Sharing Properties of Alternative Policies121 cited
  • 2007Saving and Investing Over the Life Cycle and the Role of Collective Pension Funds113 cited
  • 2009Intergenerational risk sharing and fiscal policy113 cited
  • 2003Pareto Improving Social Security Reform when Financial Markets are Incomplete?83 cited
  • 2008Pensions and Intergenerational Risk‐sharing in General Equilibrium74 cited
  • 2010Social security and risk sharing67 cited
  • 2001Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design62 cited
  • 2013

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Intergenerational Risk Sharing, Pensions, and Endogenous Labour Supply in General Equilibrium*
49 cited
  • 1997Intergenerational Risk Sharing, Stability and Optimality of Alternative Pension Systems35 cited
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