Optimal Life-Cycle Portfolios for Heterogeneous Workers*
Author:
Affiliation:
1. Università di Torino and CeRP (Collegio Carlo Alberto), 2Università di Milano-Bicocca and CeRP (Collegio Carlo Alberto), and 3Università di Torino and CeRP (Collegio Carlo Alberto)
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/18/6/2283/26310285/rft046.pdf
Reference42 articles.
1. How do portfolio shares vary with age?;Ameriks,2004
2. Income risk and portfolio choice: an empirical study;Angerer;Journal of Finance,2009
3. Investing for the long run when returns are predictable;Barberis;Journal of Finance,2000
4. Investing over the life cycle with long-run labour income risk;Benzoni,2008
5. Portfolio choice over the life-cycle when the stock and labour markets are cointegrated;Benzoni;Journal of Finance,2007
Cited by 25 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Human capital risk and portfolio choices: Evidence from university admission discontinuities;Journal of Financial Economics;2024-04
2. Life-cycle risk-taking with personal disaster risk;International Review of Economics & Finance;2024-01
3. On the Demand for Less Conservative Lifecycle Funds;2024
4. The Education Premium in Returns to Wealth;SSRN Electronic Journal;2023
5. Target Date Funds: Current Status and Issues;Korean Journal of Financial Studies;2022-12-31
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3