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Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds
8 references·16 citing·40 second hop
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds (2008)Optimal Life-Cycle Investing with Flexibl…The Effects of Health, Wealth, and Wages on Labour Supply and Retirement Behaviour (2005)The Effects of Health, Wealth…Optimal life cycle asset allocation : understanding the empirical evidence (2005)Optimal life cycle asset allo…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing (2004)Optimal Asset Location and Al…The Equity Premium (2002)The Equity PremiumOptimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (2001)Optimal Portfolio Choice for …Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Buffer-Stock Saving and the L…Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Countercyclical Labor Income Risk and Portfolio Choices over the Life Cycle (2021)Countercyclical Labor Income …Portfolio Choice Over the Life Cycle: A Survey (2020)Portfolio Choice Over the Lif…Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level (2020)Consumption and Portfolio Cho…Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds (2019)Challenging the Conventional …On the Asset Allocation of a Default Pension Fund (2018)On the Asset Allocation of a …Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 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References

  • 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,706 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2002The Equity Premium1,331 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 2005The Effects of Health, Wealth, and Wages on Labour Supply and Retirement Behaviour915 cited
  • 2005Optimal life cycle asset allocation : understanding the empirical evidence773 cited
  • 2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income755 cited
  • 2004Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing287 cited

Cited by

  • 2012Are Stocks Really Less Volatile in the Long Run?226 cited
  • 2011Optimal Portfolio Choice over the Life Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts143 cited
  • 2013Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities132 cited
  • 2016Time is money: Rational life cycle inertia and the delegation of investment management124 cited
  • 2021Countercyclical Labor Income Risk and Portfolio Choices over the Life Cycle110 cited
  • 2015How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios

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100 cited
  • 2018On the Asset Allocation of a Default Pension Fund93 cited
  • 2019Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds92 cited
  • 2015Asset Market Participation and Portfolio Choice Over the Life-Cycle91 cited
  • 2010Dynamic portfolio choice with deferred annuities87 cited
  • 2018Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching?86 cited
  • 2013Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners82 cited
  • 2014Numerical Methods for Large-Scale Dynamic Economic Models75 cited
  • 2020Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level74 cited
  • 2020Portfolio Choice Over the Life Cycle: A Survey68 cited
  • 2015Household finance over the life-cycle: What does education contribute?68 cited