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Precautionary portfolio behavior from a life-cycle perspective
16 references·16 citing·31 second hopsampled
Precautionary portfolio behavior from a life-cycle perspective (1997)Precautionary portfolio behavior from a l…Why do so Few Hold Stocks? (1995)Why do so Few Hold Stocks?Precautionary Saving and Social Insurance (1995)Precautionary Saving and Soci…Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Uninsured Idiosyncratic Risk …Precautionary Saving and Social Insurance (1994)Precautionary Saving and Soci…The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)The Buffer-Stock Theory of Sa…Standard Risk Aversion (1991)Standard Risk AversionSaving and Liquidity Constraints (1991)Saving and Liquidity Constrai…The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Saving and Liquidity Constraints (1989)Saving and Liquidity Constrai…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence (1989)Optimal Consumption with Stoc…Dynamic Fiscal Policy. (1989)Dynamic Fiscal Policy.The equity premium: A puzzle (1985)The equity premium: A puzzleThe Effect of Uncertainty on Saving Decisions (1970)The Effect of Uncertainty on …Saving and Uncertainty: The Precautionary Demand for Saving (1968)Saving and Uncertainty: The P…Income Risk and Portfolio Choice: An Empirical Study (2009)Income Risk and Portfolio Cho…Bonds versus stocks: Investors’ age and risk taking (2009)Bonds versus stocks: Investor…Asset Pricing with Limited Risk Sharing and Heterogeneous Agents (2007)Asset Pricing with Limited Ri…What explains household stock holdings? (2006)What explains household stock…Entry costs and stock market participation over the life cycle (2006)Entry costs and stock market …Risk and Career Choice (2005)Risk and Career ChoiceEntry costs and stock market participation over the life cycle (2005)Entry costs and stock market …Portfolio choice with internal habit formation: a life-cycle model with uninsurable labor income risk (2003)Portfolio choice with interna…Rational Asset Prices (2002)Rational Asset PricesMyopic Portfolio Choice (2002)Myopic Portfolio ChoiceHousehold Portfolios in Italy (2002)Household Portfolios in ItalyHousehold Portfolios in Germany (2002)Household Portfolios in Germa…Wealth Inequality and Asset Pricing (2001)Wealth Inequality and Asset P…Infrastructure, specialization, and economic growth (2000)Infrastructure, specializatio…Household Portfolios: An International Comparison (2000)Household Portfolios: An Inte…Who Should Buy Long-Term Bonds? (1998)Who Should Buy Long-Term Bond…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Understanding Consumption (1992)The Hyperbolic Consumption Model: Calibration, Simulation, and Empirical Evaluation (2001)Do the Rich Save More? (2004)Measuring Expectations (2004)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Consumption Over the Life Cycle (2002)Panel Data Econometrics (2003)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)Equity Portfolio Diversification (2008)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Theory ahead of business-cycle measurement (1986)Income and Wealth Heterogeneity in the Macroeconomy (1998)Interpreting the Evidence on Life Cycle Skill Formation (2005)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)DO NATURAL DISASTERS PROMOTE LONG‐RUN GROWTH? (2002)SUPPLY-SIDE ECONOMICS: AN ANALYTICAL REVIEW (1990)Fiscal policy and economic growth (1993)Why Do Americans Work So Much More Than Europeans? (2004)The analysis of household surveys (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)
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References

  • 1985The equity premium: A puzzle5,785 cited
  • 1994Uninsured Idiosyncratic Risk and Aggregate Saving2,799 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1989Dynamic Fiscal Policy.1,724 cited
  • 1991Saving and Liquidity Constraints1,650 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1968Saving and Uncertainty: The Precautionary Demand for Saving1,376 cited
  • 1989Saving and Liquidity Constraints1,341 cited
  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • 1995Precautionary Saving and Social Insurance1,112 cited
  • 1995Why do so Few Hold Stocks?1,078 cited
  • 1992The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence1,060 cited
  • 1970The Effect of Uncertainty on Saving Decisions923 cited
  • 1994Precautionary Saving and Social Insurance920 cited
  • 1989Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence904 cited
  • 1991Standard Risk Aversion851 cited

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Cited by

  • 2007Asset Pricing with Limited Risk Sharing and Heterogeneous Agents239 cited
  • 2000Infrastructure, specialization, and economic growth230 cited
  • 2006What explains household stock holdings?188 cited
  • 2003Portfolio choice with internal habit formation: a life-cycle model with uninsurable labor income risk163 cited
  • 2009Income Risk and Portfolio Choice: An Empirical Study149 cited
  • 2000Household Portfolios: An International Comparison149 cited
  • 2002Rational Asset Prices147 cited
  • 2002Household Portfolios in Italy122 cited
  • 2006Entry costs and stock market participation over the life cycle116 cited
  • 2002Household Portfolios in Germany115 cited
  • 2005Entry costs and stock market participation over the life cycle102 cited
  • 2009Bonds versus stocks: Investors’ age and risk taking102 cited
  • 2001Wealth Inequality and Asset Pricing96 cited
  • 2002Myopic Portfolio Choice84 cited
  • 1998Who Should Buy Long-Term Bonds?84 cited
  • 2005Risk and Career Choice77 cited