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Bonds versus stocks: Investors’ age and risk taking
16 references·16 citing·38 second hopsampled
Bonds versus stocks: Investors’ age and risk taking (2009)Bonds versus stocks: Investors’ age and r…Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated (2007)Portfolio Choice over the Lif…Optimal life cycle asset allocation : understanding the empirical evidence (2005)Optimal life cycle asset allo…Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (2001)Optimal Portfolio Choice for …Investing for the Long Run when Returns Are Predictable (2000)Investing for the Long Run wh…A Minimax Portfolio Selection Rule with Linear Programming Solution (1998)A Minimax Portfolio Selection…An Asset Allocation Puzzle (1994)An Asset Allocation PuzzleNo News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns (1991)No News is Good News: An Asym…Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…Approximating Expected Utility by a Function of Mean and Variance (1979)Approximating Expected Utilit…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Portfolio Selection: Efficient Diversification of Investments. 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References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1952Portfolio Selection4,609 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 2000Investing for the Long Run when Returns Are Predictable1,372 cited
  • 1979Approximating Expected Utility by a Function of Mean and Variance874 cited
  • 2005Optimal life cycle asset allocation : understanding the empirical evidence773 cited
  • 2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income755 cited
  • 1991No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns623 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 2007Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated466 cited
  • 1994An Asset Allocation Puzzle423 cited
  • 1998A Minimax Portfolio Selection Rule with Linear Programming Solution

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406 cited
  • 1959Criteria for Choice Among Risky Ventures401 cited
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    • 2013General linear formulations of stochastic dominance criteria78 cited
    • 2014Moment conditions for Almost Stochastic Dominance45 cited
    • 2016The total benefit of alternative assets to pension fund portfolios35 cited
    • 2019Personality traits and motivation of individual investors towards herding behaviour in Indian stock market30 cited
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    • 2017Informed and uninformed investors in Iran: Evidence from the Tehran Stock Exchange28 cited
    • 2020Review on behavioral economics and behavioral finance25 cited
    • 2025Customer ESG discourse power and supplier green innovation: Based on the perspective of green convergence21 cited
    • 2022Relationship Between Big-Five Personality Traits, Financial Literacy and Risk Propensity: Evidence from India19 cited
    • 2014Bivariate almost stochastic dominance14 cited
    • 2024An Attractiveness Bias? How Women Entrepreneurs’ Physical Appearance Affects Men Investors14 cited
    • 2021Prospect theory, constant relative risk aversion, and the investment horizon13 cited
    • 2018Revisiting generalized almost stochastic dominance10 cited