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Asset allocation decisions in retirement accounts
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Asset allocation decisions in retirement accounts (2000)Asset allocation decisions in retirement …What Practitioners Need to Know (2019)What Practitioners Need to Kn…The Design and Production of New Retirement Savings Products (1999)The Design and Production of …ARE WOMEN MORE RISK AVERSE? (1998)ARE WOMEN MORE RISK AVERSE?Stocks, Bonds, the Sharpe Ratio, and the Investment Horizon (1997)Stocks, Bonds, the Sharpe Rat…Personal Investing: Advice, Theory, and Evidence (1997)Personal Investing: Advice, T…The Time-Diversification Controversy (1995)The Time-Diversification Cont…What Practitioners Need to Know . . . About Time Diversification (corrected) (1994)What Practitioners Need to Kn…The Sharpe Ratio (1994)The Sharpe RatioThe Long-Term Case for Equities (1994)The Long-Term Case for Equiti…College and University Endowment Funds (1994)College and University Endowm…Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Risk, diversification, and the investment horizon (1991)Risk, diversification, and th…Asset allocation could be dangerous to your health (1990)Asset allocation could be dan…The judgment of economic science on rational portfolio management (1989)The judgment of economic scie…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …School of Study and Financial Literacy (2010)School of Study and Financial…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Expected stock returns and volatility (1987)Asset Allocation, Life Expectancy and Shortfall (1994)COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis (2021)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Risk Aversion in the Small and in the Large (1976)A Theory of the Term Structure of Interest Rates (1985)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Does the Stock Market Rationally Reflect Fundamental Values? (1986)Permanent and Temporary Components of Stock Prices (1988)The Innovest Austrian Pension Fund Financial Planning Model InnoALM (2008)Gold, Oil, and Stocks: Dynamic Correlations (2015)Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach (2020)An Asset Allocation Puzzle (1994)Positioning pensions for the twenty-first century (1997)Are individual investors tax savvy? Evidence from retail and discount brokerage accounts (2003)Asset allocation and asset location: household evidence from the survey of consumer finances (2003)Local Does as Local is: Information Content of the Geography of Individual Investors' Common Stock Investments (2003)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Mean reversion in stock prices (1988)Stocks versus Bonds: Explaining the Equity Risk Premium (2000)Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty (2003)Risk Shifting Versus Risk Management: Investment Policy in Corporate Pension Plans (2006)A Behavioral Framework for Time Diversification (1999)Time Diversification and Estimation Risk (2000)Investment horizon heterogeneity and wavelet: Overview and further research directions (2015)Autocorrelated Returns and Optimal Intertemporal Portfolio Choice (1997)A comparison of linear regression and neural network methods for predicting excess returns on large stocks (1998)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Gender Diversity in the Boardroom and Firm Financial Performance (2007)Gender Differences in Preferences (2009)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)Portfolio Choice in the Presence of Housing (2004)
this work references cited by second hop

References

  • 1994The Sharpe Ratio2,542 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1998ARE WOMEN MORE RISK AVERSE?1,730 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1994The Long-Term Case for Equities205 cited
  • 1989The judgment of economic science on rational portfolio management201 cited
  • 1997Personal Investing: Advice, Theory, and Evidence173 cited
  • 1990Asset allocation could be dangerous to your health113 cited
  • 1995The Time-Diversification Controversy113 cited
  • 1991Risk, diversification, and the investment horizon90 cited
  • 1997Stocks, Bonds, the Sharpe Ratio, and the Investment Horizon69 cited
  • 1994What Practitioners Need to Know . . . About Time Diversification (corrected)69 cited
  • 1999The Design and Production of New Retirement Savings Products42 cited
  • 1994College and University Endowment Funds36 cited
  • 2019What Practitioners Need to Know33 cited

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  • 2010School of Study and Financial Literacy

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18 cited