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Human Capital, Asset Allocation, and Life Insurance
16 references·16 citing·32 second hopsampled
Human Capital, Asset Allocation, and Life Insurance (2006)Human Capital, Asset Allocation, and Life…The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices (2004)The Flight‐to‐Liquidity Premi…Strategic Asset Allocation (2002)Strategic Asset AllocationOptimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (2001)Optimal Portfolio Choice for …Naive Diversification Strategies in Defined Contribution Saving Plans (2001)Naive Diversification Strateg…Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock (2001)Excessive Extrapolation and t…Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Portfolio Choice and Asset Pr…How Do Household Portfolio Shares Vary with Age (2000)How Do Household Portfolio Sh…MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE (1997)MARKET FRICTIONS, SAVINGS BEH…Why Should Older People Invest Less in Stocks Than Younger People? (1996)Why Should Older People Inves…Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities (1991)How Strong Are Bequest Motive…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…Life insurance purchase behaviour: A systematic review and directions for future research (2021)Life insurance purchase behav…Household consumption-investment-insurance decisions with uncertain income and market ambiguity (2021)Household consumption-investm…The Influence of Financial Literacy, Risk Aversion and Expectations on Retirement Planning and Portfolio Allocation in Malaysia (2017)The Influence of Financial Li…The Only Spending Rule Article You Will Ever Need (2015)The Only Spending Rule Articl…Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples (2013)Optimal Portfolio Choice with…Life Annuities: An Optimal Product for Retirement Income (2013)Life Annuities: An Optimal Pr…Who Among the Elderly Owns Stocks? The Role of Cognitive Ability and Bequest Motive (2012)Who Among the Elderly Owns St…Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits (2012)Optimal consumption and alloc…Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011) (2011)Spending Retirement on Planet…Perspectives from the Literature of Private Wealth Management (2011)Perspectives from the Literat…Perceptions of Human Capital Measures: From Corporate Executives and Investors (2009)Perceptions of Human Capital …Portfolio Choice with Puts: Evidence from Variable Annuities (2008)Portfolio Choice with Puts: E…Portfolio choice and mortality-contingent claims: The general HARA case (2008)Portfolio choice and mortalit…Portfolio Choice and Life Insurance: The CRRA Case (2008)Portfolio Choice and Life Ins…Optimal investment and life insurance strategies under minimum and maximum constraints (2007)Optimal investment and life i…Lifetime Financial Advice: Human Capital, Asset Allocation, and Insurance (2007)Lifetime Financial Advice: Hu…Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)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)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)Psychology and Economics: Evidence from the Field (2009)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Asset Prices in an Exchange Economy (1978)Idiosyncratic Risk Matters! (2003)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Household Risk Management and Optimal Mortgage Choice (2003)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Heuristic Decision Making (2010)Portfolio Choice in the Presence of Housing (2004)Myopic Loss Aversion and the Equity Premium Puzzle (1993)International Asset Allocation With Regime Shifts (2002)
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References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 2001Naive Diversification Strategies in Defined Contribution Saving Plans1,538 cited
  • 2002Strategic Asset Allocation1,279 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk1,042 cited
  • 2001Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock814 cited
  • 2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income755 cited
  • 2004The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices561 cited
  • 2000How Do Household Portfolio Shares Vary with Age550 cited
  • 1991How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities489 cited
  • 1997MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE

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389 cited
  • 1996Why Should Older People Invest Less in Stocks Than Younger People?348 cited
  • Cited by

    • 2008Portfolio choice and mortality-contingent claims: The general HARA case82 cited
    • 2008Portfolio Choice and Life Insurance: The CRRA Case82 cited
    • 2021Life insurance purchase behaviour: A systematic review and directions for future research76 cited
    • 2011Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011)63 cited
    • 2009Perceptions of Human Capital Measures: From Corporate Executives and Investors62 cited
    • 2007Lifetime Financial Advice: Human Capital, Asset Allocation, and Insurance59 cited
    • 2015The Only Spending Rule Article You Will Ever Need55 cited
    • 2013Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples48 cited
    • 2017The Influence of Financial Literacy, Risk Aversion and Expectations on Retirement Planning and Portfolio Allocation in Malaysia47 cited
    • 2007Optimal investment and life insurance strategies under minimum and maximum constraints38 cited
    • 2021Household consumption-investment-insurance decisions with uncertain income and market ambiguity36 cited
    • 2008Portfolio Choice with Puts: Evidence from Variable Annuities33 cited
    • 2012Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits33 cited
    • 2012Who Among the Elderly Owns Stocks? The Role of Cognitive Ability and Bequest Motive32 cited
    • 2011Perspectives from the Literature of Private Wealth Management24 cited
    • 2013Life Annuities: An Optimal Product for Retirement Income22 cited