Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence

Author:

GOMES FRANCISCO,MICHAELIDES ALEXANDER

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference56 articles.

1. Asset returns with transactions costs and uninsured individual risk;Aiyagari;Journal of Monetary Economics,1991

2. Ameriks , John Stephen Zeldes 2001 How do household portfolio shares vary with age?

3. Asset holding and consumption volatility;Attanasio;Journal of Political Economy,2002

4. An equilibrium model with restricted stock market participation;Basak;Review of Financial Studies,1998

5. Precautionary portfolio behavior from a life cycle perspective;Bertaut;Journal of Economic Dynamics and Control,1997

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