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Optimal life cycle investment with pay-as-you-go pension schemes: a portfolio approach
14 references·0 citing·42 second hop
Optimal life cycle investment with pay-as-you-go pension schemes: a portfolio approach (2008)Optimal life cycle investment with pay-as…Valuation of pension liabilities in incomplete markets (2008)Valuation of pension liabilit…Generational Accounting, Solidarity and Pension Losses (2006)Generational Accounting, Soli…Can social security be welfare improving when there is demographic uncertainty? (2006)Can social security be welfar…Designing social security – a portfolio choice approach (2003)Designing social security – a…Dynamic Asset Allocation under Inflation (2002)Dynamic Asset Allocation unde…Social Security and Demographic Uncertainty: The Risk Sharing Properties of Alternative Policies (1999)Social Security and Demograph…Theory of incomplete markets (1996)Theory of incomplete marketsLabor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Inflation and Asset Returns in a Monetary Economy (1992)Inflation and Asset Returns i…On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable (1981)On the Role of Social Securit…The Demand for Index Bonds (1975)The Demand for Index BondsLifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …The Social Insurance Paradox (1966)The Social Insurance ParadoxTHE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)THE LIFE CYCLE HYPOTHESIS OF …Dividend Policy, Growth, and the Valuation of Shares (1961)Econometric policy evaluation: A critique (1976)Capital markets research in accounting (2001)Are Government Bonds Net Wealth? (1974)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Intergenerational transfers as social insurance (1982)The design of a consumption tax under capital risk (1998)Social Security and Democracy (2002)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)Asset returns and inflation (1977)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Solving the Stochastic Growth Model by Parameterizing Expectations (1990)Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore's All-S Sector Indices (2005)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Domestic Savings and International Capital Flows (1979)A Contribution to the Empirics of Economic Growth (1992)The Structure of Wages (1992)Asset-Market Effects of the Baby Boom and Social-Security Reform (2002)The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security (2003)Intergenerational risk sharing and fiscal policy (2009)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)An equilibrium characterization of the term structure (1977)A Monte Carlo Method for Optimal Portfolios (2003)Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2004)Asset allocation under multivariate regime switching (2007)Financial Super-Markets: Size Matters for Asset Trade (2001)Corporate Social Responsibility and Long-term Compensation: Evidence from Canada (2005)Pecuniary Externalities in Economies with Financial Frictions (2017)WHY THE SOCIAL INSURANCE BUDGET IS TOO LARGE IN A DEMOCRACY (1975)On the Intergenerational Pareto Efficiency of Pay-as-you-go Financed Pension Systems (1989)The Welfare State as Piggy Bank (2001)Consumption, production, inflation and interest rates (1986)Why do we have nominal government debt? (1988)Equilibrium Exchange Rate Hedging (1990)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)Portfolio Choice in the Presence of Housing (2004)
this work references cited by second hop

References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1963THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS2,011 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1966The Social Insurance Paradox637 cited
  • 1996Theory of incomplete markets584 cited
  • 2002Dynamic Asset Allocation under Inflation411 cited
  • 1975The Demand for Index Bonds298 cited
  • 1992Inflation and Asset Returns in a Monetary Economy277 cited
  • 1981On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable150 cited
  • 1999Social Security and Demographic Uncertainty: The Risk Sharing Properties of Alternative Policies121 cited
  • 2003Designing social security – a portfolio choice approach102 cited
  • 2006Generational Accounting, Solidarity and Pension Losses81 cited
  • 2006Can social security be welfare improving when there is demographic uncertainty?53 cited
  • 2008Valuation of pension liabilities in incomplete markets32 cited

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