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Optimal Portfolio Management for Individual Pension Plans
16 references·4 citing·35 second hop
Optimal Portfolio Management for Individual Pension Plans (2008)Optimal Portfolio Management for Individu…Investing for the Long Run when Returns Are Predictable (2000)Investing for the Long Run wh…How Do Household Portfolio Shares Vary with Age (2000)How Do Household Portfolio Sh…Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (1999)Dynamic Consumption and Portf…Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)Consumption and Portfolio Dec…Why Should Older People Invest Less in Stocks Than Younger People? (1996)Why Should Older People Inves…Risk Vulnerability and the Tempering Effect of Background Risk (1996)Risk Vulnerability and the Te…Dynamic Nonmyopic Portfolio Behavior (1996)Dynamic Nonmyopic Portfolio B…5 Stochastic volatility (1996)5 Stochastic volatilityLabor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Optimal Portfolio Choice Under Incomplete Information (1986)Optimal Portfolio Choice Unde…Asset Pricing in a Production Economy with Incomplete Information (1986)Asset Pricing in a Production…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Consumption decisions under uncertainty (1972)Consumption decisions under u…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Saving and Uncertainty: The Precautionary Demand for Saving (1968)Saving and Uncertainty: The P…Optimal Multiperiod Portfolio Policies (1968)Optimal Multiperiod Portfolio…Minimum funding ratios for defined-benefit pension funds (2010)Minimum funding ratios for de…Developments in pension reform: the case of Dutch stand-alone collective pension schemes (2009)Developments in pension refor…Excludable and Non‐excludable Public Inputs: Consequences for Economic Growth (2006)Excludable and Non‐excludable…Skilled Emigration, Business Networks and Foreign Direct Investment (2005)Skilled Emigration, Business …Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)Asset Pricing at the Millennium (2000)Robust Portfolio Rules and Asset Pricing (2004)Portfolio Selection in Stochastic Environments (2006)Aspects of the Theory of Risk-Bearing. (1966)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)Essays in the Theory of Risk-Bearing. (1972)Precautionary Saving in the Small and in the Large (1989)Strategic Asset Allocation (2002)Risk Aversion in the Laboratory (2008)Risk-Taking Behavior in the Wake of Natural Disasters (2012)The equity premium: A puzzle (1985)Stock Return Predictability: Is it There? (2001)Bad Beta, Good Beta (2004)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Business conditions and expected returns on stocks and bonds (1989)The Dog That Did Not Bark: A Defense of Return Predictability (2007)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Forecasting Volatility in Financial Markets: A Review (2003)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise (2008)Multiperiod Consumption-Investment Decisions (1975)Universal Portfolios (1991)Aspects of Rational Insurance Purchasing (1992)The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)DO NATURAL DISASTERS PROMOTE LONG‐RUN GROWTH? (2002)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Portfolio Choice in the Presence of Housing (2004)
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References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1968Saving and Uncertainty: The Precautionary Demand for Saving1,376 cited
  • 2000Investing for the Long Run when Returns Are Predictable1,372 cited
  • 19965 Stochastic volatility1,189 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited
  • 1968Optimal Multiperiod Portfolio Policies779 cited
  • 1996Risk Vulnerability and the Tempering Effect of Background Risk765 cited
  • 1996Dynamic Nonmyopic Portfolio Behavior747 cited
  • 1972Consumption decisions under uncertainty583 cited
  • 2000How Do Household Portfolio Shares Vary with Age550 cited
  • 1986Optimal Portfolio Choice Under Incomplete Information436 cited
  • 1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets363 cited
  • 1996Why Should Older People Invest Less in Stocks Than Younger People?348 cited

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1986
Asset Pricing in a Production Economy with Incomplete Information
338 cited

Cited by

  • 2005Skilled Emigration, Business Networks and Foreign Direct Investment113 cited
  • 2006Excludable and Non‐excludable Public Inputs: Consequences for Economic Growth65 cited
  • 2010Minimum funding ratios for defined-benefit pension funds20 cited
  • 2009Developments in pension reform: the case of Dutch stand-alone collective pension schemes19 cited