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Risk, Return and Portfolio Allocation Under Alternative Pension Systems with Incomplete and Imperfect Financial Markets
16 references·1 citing·37 second hop
Risk, Return and Portfolio Allocation Under Alternative Pension Systems with Incomplete and Imperfect Financial Markets (2006)Risk, Return and Portfolio Allocation Und…Triumph of the optimists: 101 years of global investment returns (2003)Triumph of the optimists: 101…Triumph of the Optimists (2002)Triumph of the OptimistsNew Evidence on the Money's Worth of Individual Annuities (1999)New Evidence on the Money's W…Income and Wealth Heterogeneity in the Macroeconomy (1998)Income and Wealth Heterogenei…Precautionary Saving and Social Insurance (1995)Precautionary Saving and Soci…Frontiers of Business Cycle Research (1995)Frontiers of Business Cycle R…Precautionary Saving and Social Insurance (1994)Precautionary Saving and Soci…Saving and Liquidity Constraints (1991)Saving and Liquidity Constrai…Saving and Liquidity Constraints (1989)Saving and Liquidity Constrai…Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence (1989)Optimal Consumption with Stoc…Mortality Risk and Bequests (1989)Mortality Risk and BequestsDynamic Fiscal Policy. (1989)Dynamic Fiscal Policy.Consumption and Liquidity Constraints: An Empirical Investigation (1989)Consumption and Liquidity Con…Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…The impact of changing demographics and pensions on the demand for housing and financial assets (2009)The impact of changing demogr…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Precautionary Saving in the Small and in the Large (1989)Understanding Consumption (1992)The Hyperbolic Consumption Model: Calibration, Simulation, and Empirical Evaluation (2001)Do the Rich Save More? (2004)Measuring Expectations (2004)Credit Rationing in Markets with Imperfect Information (1981)Golden Eggs and Hyperbolic Discounting (1997)The analysis of household surveys (1997)Econometric Analysis of Cross Section and Panel Data (2001)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Chapter 18 A survey of behavioral finance (2003)Investment, Capacity Utilization and the Real Business Cycle (1986)Occupational Choice and the Process of Development (1993)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Value Premium (2005)Transition Modeling and Econometric Convergence Tests (2007)Household Balance Sheets, Consumption, and the Economic Slump* (2013)Precautionary Saving in the Small and in the Large (1990)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Why Do Americans Work So Much More Than Europeans? (2004)Are Technology Improvements Contractionary? (2006)Business Cycle Accounting (2007)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Consumption Over the Life Cycle (2002)Panel Data Econometrics (2003)SUPPLY-SIDE ECONOMICS: AN ANALYTICAL REVIEW (1990)Fiscal policy and economic growth (1993)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)
this work references cited by second hop

References

  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 1989Consumption and Liquidity Constraints: An Empirical Investigation1,933 cited
  • 1989Dynamic Fiscal Policy.1,724 cited
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  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
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  • 1989Saving and Liquidity Constraints1,341 cited
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  • 1989Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence904 cited
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  • 1989Mortality Risk and Bequests685 cited
  • 2002Triumph of the Optimists659 cited
  • 2003Triumph of the optimists: 101 years of global investment returns585 cited

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  • 2009The impact of changing demographics and pensions on the demand for housing and financial assets23 cited