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Income volatility and portfolio choices
16 references·2 citing·48 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1994Uninsured Idiosyncratic Risk and Aggregate Saving2,799 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2001Measurement Error in Survey Data1,365 cited
  • 1996Asset Pricing with Heterogeneous Consumers1,197 cited
  • 1991Standard Risk Aversion851 cited
  • 2005Optimal life cycle asset allocation : understanding the empirical evidence773 cited
  • 2008Tipping and the Dynamics of Segregation*695 cited
  • 2004Consumption and risk sharing over the life cycle665 cited
  • 1996Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing650 cited
  • 2003Income Variance Dynamics and Heterogeneity635 cited
  • 2017Optimal Tax Progressivity: An Analytical Framework*597 cited
  • 2010Evaluating the effects of incomplete markets on risk sharing nad asset pricing586 cited
  • 2000Portfolio Choice in the Presence of Background Risk539 cited
  • 2007

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Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated
466 cited

Cited by

  • 2024Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden22 cited
  • 2020Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden20 cited