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Personal Taxation, Pension Wealth, and Portfolio Composition
6 references·9 citing·42 second hop
Personal Taxation, Pension Wealth, and Portfolio Composition (1985)Personal Taxation, Pension Wealth, and Po…Taxation, Portfolio Choice, and Debt-Equity Ratios: A General Equilibrium Model (1983)Taxation, Portfolio Choice, a…THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSLIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Nonmarketable Assets and the Determination of Capital Asset Prices in the Absence of a Riskless Asset (1973)Nonmarketable Assets and the …Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Proportional Income Taxation and Risk-Taking (1944)Proportional Income Taxation …International Welfare Spillovers of National Pension Schemes (2020)International Welfare Spillov…Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime? (2012)Pension fund taxation and ris…New evidence on taxes and portfolio choice (2010)New evidence on taxes and por…Dividend Taxes and International Portfolio Choice (2010)Dividend Taxes and Internatio…Taxation, Risk-Taking, and Household Portfolio Behavior**I am grateful to Alan Auerbach, Scott Weisbenner, and participants at the Burch Center Symposium for helpful comments, to Andrew Mitrusi for providing me with data from TAXSIM, and to the Hoover Institution and National Science Foundation for research support. (2002)Taxation, Risk-Taking, and Ho…Behavior of Household Portfolios in France: the Role of Housing (2001)Behavior of Household Portfol…Strategic asset allocation for individual investors (2000)Strategic asset allocation fo…The Wealth of Cohorts: Retirement Saving and the Changing Assets of Older Americans (1993)The Wealth of Cohorts: Retire…Marginal Taxes and the Asset Portfolios of Swedish Households (1990)Marginal Taxes and the Asset …The Taxation of Income from Capital: A Comparative Study of the United States, the United Kingdom, Sweden and West Germany (1984)TAX REFORM OF THE CENTURY—THE SWEDISH EXPERIMENT (1996)Why Sweden's Welfare State Needed Reform (1996)Wealth and portfolio composition: Theory and evidence (1998)HOW SHOULD CAPITAL BE TAXED? (2020)Criteria for Choice Among Risky Ventures (1959)An Intertemporal Capital Asset Pricing Model (1973)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)Why do people pay taxes? (1992)Economic foundations of cost-effectiveness analysis (1997)Inequality, Social Insurance, and Redistribution (2001)Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)A Theory of the Term Structure of Interest Rates (1985)Does Atlas Shrug? The Economic Consequences of Taxing the Rich (2000)Tax Avoidance, Evasion, and Administration (2000)Portfolio Choice and Health Status (2003)Gender matters: Women, renewable energy, and citizen participation in Germany (2015)Behavioural responses to a wealth tax (2021)Dividends and taxes (1978)Retrospective Capital Gains Taxation (1988)The Economic Effects of the Tax Reform Act of 1986 (1997)Tax Changes and Asset Pricing (2009)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Long-Run Policy Analysis and Long-Run Growth (1991)Are Investors Reluctant to Realize Their Losses? (1998)A New Database on Financial Development and Structure (1999)The quality of government (1999)A New Database on the Structure and Development of the Financial Sector (2000)International diversification during the financial crisis: A blessing for equity investors? (2013)Taking the Long Way Home: U.S. Tax Evasion and Offshore Investments in U.S. Equity and Debt Markets (2013)Do foreign investors improve informational efficiency of stock prices? Evidence from Japan (2014)THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM) (1978)The Interdependence of Individual Portfolio Decisions and the Demand for Insurance (1983)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION (1975)On the Measurement of Poverty (1987)Capital tax competition: bane or boon (2003)
this work references cited by second hop

References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
  • 1944Proportional Income Taxation and Risk-Taking786 cited
  • 1983Taxation, Portfolio Choice, and Debt-Equity Ratios: A General Equilibrium Model187 cited
  • 1973Nonmarketable Assets and the Determination of Capital Asset Prices in the Absence of a Riskless Asset174 cited

Cited by

  • 2010Dividend Taxes and International Portfolio Choice82 cited
  • 1990Marginal Taxes and the Asset Portfolios of Swedish Households63 cited
  • 2010New evidence on taxes and portfolio choice50 cited
  • 2002Taxation, Risk-Taking, and Household Portfolio Behavior**I am grateful to Alan Auerbach, Scott Weisbenner, and participants at the Burch Center Symposium for helpful comments, to Andrew Mitrusi for providing me with data from TAXSIM, and to the Hoover Institution and National Science Foundation for research support.32 cited
  • 2012Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?31 cited
  • 1993The Wealth of Cohorts: Retirement Saving and the Changing Assets of Older Americans26 cited
  • 2000Strategic asset allocation for individual investors24 cited
  • 2001

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Behavior of Household Portfolios in France: the Role of Housing
21 cited
  • 2020International Welfare Spillovers of National Pension Schemes19 cited