| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A mean-variance benchmark for household portfolios over the life cycle |
0 |
1 |
2 |
4 |
0 |
1 |
5 |
40 |
| Asset allocation over the life cycle: How much do taxes matter? |
0 |
0 |
2 |
18 |
0 |
0 |
3 |
72 |
| Bequest motives in consumption-portfolio decisions with recursive utility |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
19 |
| Bond durations: Corporates vs. Treasuries |
0 |
1 |
1 |
37 |
1 |
2 |
3 |
131 |
| Consumption habits and humps |
0 |
0 |
2 |
10 |
1 |
1 |
6 |
81 |
| Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior? |
0 |
2 |
12 |
209 |
0 |
3 |
20 |
476 |
| Dynamic asset allocation with stochastic income and interest rates |
1 |
1 |
8 |
185 |
1 |
5 |
24 |
490 |
| Equilibrium in securities markets with heterogeneous investors and unspanned income risk |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
164 |
| Hedging recessions |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
42 |
| Housing Habits and Their Implications for Life-Cycle Consumption and Investment* |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
9 |
| Optimal Housing, Consumption, and Investment Decisions over the Life Cycle |
1 |
1 |
2 |
71 |
3 |
3 |
10 |
183 |
| Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good |
0 |
0 |
0 |
90 |
1 |
1 |
6 |
318 |
| Optimal consumption and investment strategies with stochastic interest rates |
1 |
1 |
3 |
74 |
2 |
4 |
13 |
271 |
| Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints |
0 |
0 |
0 |
75 |
0 |
0 |
2 |
166 |
| Options in Compensation: Promises and Pitfalls |
0 |
0 |
0 |
5 |
0 |
0 |
4 |
60 |
| Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences |
0 |
0 |
1 |
121 |
0 |
0 |
3 |
319 |
| Portfolio management with stochastic interest rates and inflation ambiguity |
0 |
0 |
0 |
19 |
1 |
1 |
3 |
83 |
| Predictors and portfolios over the life cycle |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
35 |
| Price bounds on bond options, swaptions, caps, and floors assuming only nonnegative interest rates |
0 |
0 |
0 |
91 |
0 |
0 |
2 |
279 |
| Robust portfolio choice with ambiguity and learning about return predictability |
0 |
0 |
2 |
19 |
1 |
1 |
6 |
78 |
| Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies |
0 |
0 |
2 |
17 |
0 |
0 |
4 |
83 |
| Solving life-cycle problems with biometric risk by artificial insurance markets |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
3 |
| Stochastic duration and fast coupon bond option pricing in multi-factor models |
0 |
0 |
0 |
126 |
0 |
0 |
1 |
419 |
| The Design and Welfare Implications of Mandatory Pension Plans |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
6 |
| The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
12 |
| The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
141 |
| Total Journal Articles |
3 |
7 |
39 |
1,267 |
11 |
23 |
134 |
3,980 |
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