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Optimal Design of Funded Pension Schemes
16 references·0 citing·35 second hop
Optimal Design of Funded Pension Schemes (2014)Optimal Design of Funded Pension SchemesExistence of an equilibrium for a competitive economy (2008)Existence of an equilibrium f…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Stock Return Predictability: Is it There? (2006)Stock Return Predictability: …Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…The Economics of Risk and Time (2001)The Economics of Risk and TimeProspect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Dynamic Fiscal Policy. (1989)Dynamic Fiscal Policy.LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Saving and Uncertainty: The Precautionary Demand for Saving (1968)Saving and Uncertainty: The P…Existence of an Equilibrium for a Competitive Economy (1954)Existence of an Equilibrium f…Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)Empirical Asset Pricing via Machine Learning (2020)Foundations of Economic Analysis. (1948)Equilibrium points in n -person games (1950)A Social Equilibrium Existence Theorem* (1952)The Anatomy of Market Failure (1958)Towards an economic theory of the multiproduct firm (1982)Systemic risk in banking ecosystems (2011)The Framing of Decisions and the Psychology of Choice (1981)Fairness and Retaliation: The Economics of Reciprocity (2000)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)SOME LESSONS FROM THE EAST ASIAN MIRACLE (1996)
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References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1954Existence of an Equilibrium for a Competitive Economy4,067 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2008Existence of an equilibrium for a competitive economy3,041 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1989Dynamic Fiscal Policy.1,724 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 1968Saving and Uncertainty: The Precautionary Demand for Saving1,376 cited
  • 2001The Economics of Risk and Time1,361 cited

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  • 2006Stock Return Predictability: Is it There?1,295 cited
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