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Optimal tax-timing and asset allocation when tax rebates on capital losses are limited
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References

  • 1974Are Government Bonds Net Wealth?5,990 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 2001Boys will be Boys: Gender, Overconfidence, and Common Stock Investment5,215 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2001Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets1,516 cited
  • 2002The Equity Premium1,331 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1995Why do so Few Hold Stocks?1,078 cited
  • 2005Optimal life cycle asset allocation : understanding the empirical evidence773 cited
  • 2003Triumph of the optimists: 101 years of global investment returns585 cited
  • 1983Capital Market Equilibrium with Personal Tax

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472 cited
  • 2007Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated466 cited
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