Life-Cycle Portfolios, Unemployment and Human Capital Loss
Author
Suggested Citation
Download full text from publisher
Other versions of this item:
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2019. "Life-cycle portfolios, unemployment and human capital loss," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 325-340.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2019. "Life-Cycle Portfolios, Unemployment and Human Capital Loss," Working papers 060, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
References listed on IDEAS
- Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2016.
"How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(4), pages 937-978.
- Hubener, Andreas & Maurer, Raimond & Mitchell, Olivia S., 2013. "How family status and social security claiming options shape optimal life cycle portfolios," CFS Working Paper Series 2013/07, Center for Financial Studies (CFS).
- Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2013. "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," NBER Working Papers 19583, National Bureau of Economic Research, Inc.
- Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2013. "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," Working Papers wp293, University of Michigan, Michigan Retirement Research Center.
- Hubbard, R Glenn & Skinner, Jonathan & Zeldes, Stephen P, 1995.
"Precautionary Saving and Social Insurance,"
Journal of Political Economy, University of Chicago Press, vol. 103(2), pages 360-399, April.
- Glenn R. Hubbard & Jonathan Skinner & Stephen P. Zeldes, "undated". "Precautionary Saving and Social Insurance," Rodney L. White Center for Financial Research Working Papers 03-95, Wharton School Rodney L. White Center for Financial Research.
- Glenn R. Hubbard & Jonathan Skinner & Stephen P. Zeldes, "undated". "Precautionary Saving and Social Insurance," Rodney L. White Center for Financial Research Working Papers 3-95, Wharton School Rodney L. White Center for Financial Research.
- R. Glenn Hubbard & Jonathan Skinner & Stephen P. Zeldes, 1994. "Precautionary Saving and Social Insurance," NBER Working Papers 4884, National Bureau of Economic Research, Inc.
- Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2018.
"Labor Market Uncertainty and Portfolio Choice Puzzles,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 10(2), pages 222-262, April.
- Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2014. "Labor-Market Uncertainty and Portfolio Choice Puzzles," Working Paper 14-13, Federal Reserve Bank of Richmond.
- Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2014. "Labor-Market Uncertainty and Portfolio Choice Puzzles," RCER Working Papers 582, University of Rochester - Center for Economic Research (RCER).
- Christoph Basten & Andreas Fagereng & Kjetil Telle, 2016.
"Saving and Portfolio Allocation Before and After Job Loss,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 293-324, March.
- Christoph Basten & Andreas Fagereng & Kjetil Telle, 2012. "Saving and portfolio allocation before and after job loss," KOF Working papers 12-298, KOF Swiss Economic Institute, ETH Zurich.
- Christoph Basten & Andreas Fagereng & Kjetil Telle, 2012. "Saving and portfolio allocation before and after job loss," Discussion Papers 672, Statistics Norway, Research Department.
- Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017.
"Asset Market Participation and Portfolio Choice over the Life-Cycle,"
Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
- Luigi Guiso & Charles Gottlieb & Andreas Fagereng, 2012. "Asset Market Participation and Portfolio Choice over the Life-Cycle," 2012 Meeting Papers 783, Society for Economic Dynamics.
- Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," EIEF Working Papers Series 1326, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2013.
- Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Economics Working Papers ECO2013/07, European University Institute.
- Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset market participation and portfolio choice over the life-cycle," Discussion Papers 758, Statistics Norway, Research Department.
- Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013. "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers 9691, C.E.P.R. Discussion Papers.
- Fagereng, Andreas & Gottlieb, Charles & Guiso, Luigi, 2015. "Asset market participation and portfolio choice over the life-cycle," SAFE Working Paper Series 115, Leibniz Institute for Financial Research SAFE.
- Per-Anders Edin & Magnus Gustavsson, 2008.
"Time Out of Work and Skill Depreciation,"
ILR Review, Cornell University, ILR School, vol. 61(2), pages 163-180, January.
- Edin, Per-Anders & Gustavsson, Magnus, 2004. "Time Out of Work and Skill Depreciation," Working Paper Series 2004:14, Uppsala University, Department of Economics.
- Edin, Per-Anders & Gustavsson, Magnus, 2005. "Time out of work and skill depreciation," Working Paper Series 2005:21, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Jacobson, Louis & LaLonde, Robert & G. Sullivan, Daniel, 2005.
"Estimating the returns to community college schooling for displaced workers,"
Journal of Econometrics, Elsevier, vol. 125(1-2), pages 271-304.
- Louis S. Jacobson & Robert J. LaLonde & Daniel G. Sullivan, 2002. "Estimating the returns to community college schooling for displaced workers," Working Paper Series WP-02-31, Federal Reserve Bank of Chicago.
- Jacobson, Louis & LaLonde, Robert J. & Sullivan, Daniel G., 2004. "Estimating the Returns to Community College Schooling for Displaced Workers," IZA Discussion Papers 1017, Institute of Labor Economics (IZA).
- Michaelides, Alexander & Zhang, Yuxin, 2017. "Stock Market Mean Reversion and Portfolio Choice over the Life Cycle," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(3), pages 1183-1209, June.
- Love, David, 2006. "Buffer stock saving in retirement accounts," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1473-1492, October.
- Mariacristina De Nardi & Eric French & John B. Jones, 2010.
"Why Do the Elderly Save? The Role of Medical Expenses,"
Journal of Political Economy, University of Chicago Press, vol. 118(1), pages 39-75, February.
- Mariacristina De Nardi & Eric French & John Bailey Jones, 2009. "Why do the Elderly Save? The Role of Medical Expenses," NBER Working Papers 15149, National Bureau of Economic Research, Inc.
- Mariacristina De Nardi & Eric French & John Bailey Jones, 2009. "Why do the elderly save? the role of medical expenses," Working Paper Series WP-09-02, Federal Reserve Bank of Chicago.
- Jacobson, Louis S & LaLonde, Robert J & Sullivan, Daniel G, 1993.
"Earnings Losses of Displaced Workers,"
American Economic Review, American Economic Association, vol. 83(4), pages 685-709, September.
- Louis S. Jacobson & Robert J. LaLonde & Daniel Sullivan, 1992. "Earnings Losses of Displaced Workers," Upjohn Working Papers 92-11, W.E. Upjohn Institute for Employment Research.
- Louis S. Jacobson & Robert J. LaLonde & Daniel G. Sullivan, 1992. "Earnings losses of displaced workers," Working Paper Series, Macroeconomic Issues 92-28, Federal Reserve Bank of Chicago.
- Kenneth A. Couch & Dana W. Placzek, 2010. "Earnings Losses of Displaced Workers Revisited," American Economic Review, American Economic Association, vol. 100(1), pages 572-589, March.
- Luis M. Viceira, 2001.
"Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income,"
Journal of Finance, American Finance Association, vol. 56(2), pages 433-470, April.
- Luis M. Viceira, 1999. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," NBER Working Papers 7409, National Bureau of Economic Research, Inc.
- Deaton, Angus, 1991.
"Saving and Liquidity Constraints,"
Econometrica, Econometric Society, vol. 59(5), pages 1221-1248, September.
- Deaton, A., 1989. "Saving And Liquidity Constraints," Papers 153, Princeton, Woodrow Wilson School - Public and International Affairs.
- Angus Deaton, 1989. "Saving and Liquidity Constraints," NBER Working Papers 3196, National Bureau of Economic Research, Inc.
- John Y. Campbell & João F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 2001.
"Investing Retirement Wealth: A Life-Cycle Model,"
NBER Chapters, in: Risk Aspects of Investment-Based Social Security Reform, pages 439-482,
National Bureau of Economic Research, Inc.
- John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 1999. "Investing Retirement Wealth: A Life-Cycle Model," NBER Working Papers 7029, National Bureau of Economic Research, Inc.
- John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascala J. Maenhout, 2000. "Investing Retirement Wealth? A Life-Cycle Model," Harvard Institute of Economic Research Working Papers 1896, Harvard - Institute of Economic Research.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2014.
"Optimal Life-Cycle Portfolios for Heterogeneous Workers,"
Review of Finance, European Finance Association, vol. 18(6), pages 2283-2323.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2012. "Optimal life-cycle portfolios for heterogeneous workers," Carlo Alberto Notebooks 266, Collegio Carlo Alberto, revised 2013.
- Fabio Bagliano & Carolina Fugazza & Giovanna Nicodano, 2013. "Optimal life-cycle portfolios for heterogeneous workers," Working Papers 260, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2012. "Optimal life-cycle portfolios for heterogeneous workers," Working papers 012, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Kory Kroft & Fabian Lange & Matthew J. Notowidigdo & Lawrence F. Katz, 2016.
"Long-Term Unemployment and the Great Recession: The Role of Composition, Duration Dependence, and Nonparticipation,"
Journal of Labor Economics, University of Chicago Press, vol. 34(S1), pages 7-54.
- Kory Kroft & Fabian Lange & Matthew J. Notowidigdo & Lawrence F. Katz, 2013. "Long-Term Unemployment and the Great Recession: The Role of Composition, Duration Dependence, and Nonparticipation," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 7-54, National Bureau of Economic Research, Inc.
- Kory Kroft & Fabian Lange & Matthew J. Notowidigdo & Lawrence F. Katz, 2014. "Long-Term Unemployment and the Great Recession: The Role of Composition, Duration Dependence, and Non-Participation," NBER Working Papers 20273, National Bureau of Economic Research, Inc.
- Kroft, Kory & Lange, Fabian & Notowidigdo, Matthew J. & Katz, Lawrence F., 2016. "Long-Term Unemployment and the Great Recession: The Role of Composition, Duration Dependence, and Nonparticipation," Scholarly Articles 27731427, Harvard University Department of Economics.
- Bremus, Franziska M. & Kuzin, Vladimir, 2014.
"Unemployment and portfolio choice: Does persistence matter?,"
Journal of Macroeconomics, Elsevier, vol. 40(C), pages 99-113.
- Vladimir Kuzin & Franziska Bremus, 2010. "Unemployment and Portfolio Choice: Does Persistence Matter?," Discussion Papers of DIW Berlin 978, DIW Berlin, German Institute for Economic Research.
- Vladimir Kuzin & Franziska Bremus, 2010. "Unemployment and Portfolio Choice: Does Persistence Matter?," Working Paper / FINESS 4.5, DIW Berlin, German Institute for Economic Research.
- Franziska M. Bremus & Vladimir Kuzin, 2011. "Unemployment and Portfolio Choice: Does Persistence Matter?," IAW Discussion Papers 77, Institut für Angewandte Wirtschaftsforschung (IAW).
- Louis S. Jacobson & Robert J. LaLonde & Daniel G. Sullivan, 1993. "Long-term earnings losses of high-seniority displaced workers," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 17(Nov), pages 2-20.
- James M. Poterba, 2001. "Demographic Structure And Asset Returns," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 565-584, November.
- Fatih Guvenen & Fatih Karahan & Serdar Ozkan & Jae Song, 2017. "Heterogeneous Scarring Effects of Full-Year Nonemployment," American Economic Review, American Economic Association, vol. 107(5), pages 369-373, May.
- Antoine Bommier, 2007.
"Risk Aversion, Intertemporal Elasticity of Substitution and Correlation Aversion,"
Economics Bulletin, AccessEcon, vol. 4(29), pages 1-8.
- Antoine Bommier, 2003. "Risk Aversion, Intertemporal Elasticity of Substitution and Correlation Aversion," Research Unit Working Papers 0307, Laboratoire d'Economie Appliquee, INRA.
- Alan B. Krueger & Judd Cramer & David Cho, 2014. "Are the Long-Term Unemployed on the Margins of the Labor Market?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 45(1 (Spring), pages 229-299.
- Joao F. Cocco, 2005. "Consumption and Portfolio Choice over the Life Cycle," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 491-533.
- Antoine Bommier, 2013.
"Life-Cycle Preferences Revisited,"
Journal of the European Economic Association, European Economic Association, vol. 11(6), pages 1290-1319, December.
- Antoine Bommier, "undated". "Life-Cycle Preferences Revisited," Working Papers ETH-RC-12-001, ETH Zurich, Chair of Systems Design.
- Antoine Bommier, 2011. "Life-Cycle Preferences Revisited," CER-ETH Economics working paper series 11/155, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Neal, Derek, 1995. "Industry-Specific Human Capital: Evidence from Displaced Workers," Journal of Labor Economics, University of Chicago Press, vol. 13(4), pages 653-677, October.
- Alan B. Krueger & Judd Cramer & David Cho, 2014. "Are the Long-Term Unemployed on the Margins of the Labor Market?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 229-299.
- Francisco Gomes & Alexander Michaelides, 2005.
"Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence,"
Journal of Finance, American Finance Association, vol. 60(2), pages 869-904, April.
- Gomes, Francisco & Michaelides, Alexander, 2003. "Optimal life-cycle asset allocation: understanding the empirical evidence," LSE Research Online Documents on Economics 24900, London School of Economics and Political Science, LSE Library.
- Michaelides, Alexander & Gomes, Francisco J., 2005. "Optimal life cycle asset allocation : understanding the empirical evidence," LSE Research Online Documents on Economics 193, London School of Economics and Political Science, LSE Library.
- Michaelides, Alexander & Gomes, Francisco, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," CEPR Discussion Papers 4853, C.E.P.R. Discussion Papers.
- Bodie, Zvi & Merton, Robert C. & Samuelson, William F., 1992.
"Labor supply flexibility and portfolio choice in a life cycle model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 427-449.
- Zvi Bodie & Robert C. Merton & William F. Samuelson, 1992. "Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model," NBER Working Papers 3954, National Bureau of Economic Research, Inc.
- John Y. Campbell & Martin Feldstein, 2001. "Introduction to "Risk Aspects of Investment-Based Social Security Reform"," NBER Chapters, in: Risk Aspects of Investment-Based Social Security Reform, pages 1-10, National Bureau of Economic Research, Inc.
- Johannes F. Schmieder & Till von Wachter & Stefan Bender, 2016. "The Effect of Unemployment Benefits and Nonemployment Durations on Wages," American Economic Review, American Economic Association, vol. 106(3), pages 739-777, March.
- John Y. Campbell & Martin Feldstein, 2001. "Risk Aspects of Investment-Based Social Security Reform," NBER Books, National Bureau of Economic Research, Inc, number camp01-1.
- Arulampalam, Wiji, 2001.
"Is Unemployment Really Scarring? Effects of Unemployment Experiences on Wages,"
Economic Journal, Royal Economic Society, vol. 111(475), pages 585-606, November.
- Arulampalam, Wiji, 2000. "Is Unemployment Really Scarring? Effects of Unemployment Experiences on Wages," IZA Discussion Papers 189, Institute of Labor Economics (IZA).
- John Heaton & Deborah Lucas, 2000. "Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk," Journal of Finance, American Finance Association, vol. 55(3), pages 1163-1198, June.
- Arulampalam, Wiji & Booth, Alison L & Taylor, Mark P, 2000. "Unemployment Persistence," Oxford Economic Papers, Oxford University Press, vol. 52(1), pages 24-50, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021.
"Life-cycle welfare losses from rules-of-thumb asset allocation,"
Economics Letters, Elsevier, vol. 198(C).
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020. "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Working papers 068, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020. "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Carlo Alberto Notebooks 616, Collegio Carlo Alberto.
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2024.
"Life-cycle risk-taking with personal disaster risk,"
International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 378-396.
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021. "Life-cycle risk-taking with personal disaster risk," ESRB Working Paper Series 132, European Systemic Risk Board.
- Nicodano, Giovanna & Bagliano, Fabio-Cesare & Fugazza, Carolina, 2021. "Life-Cycle Risk-Taking with Personal Disaster Risk," CEPR Discussion Papers 16234, C.E.P.R. Discussion Papers.
- Holzmann, Robert & Ayuso, Mercedes & Alaminos, Estefanía & Bravo, Jorge Miguel, 2019. "Life Cycle Saving and Dissaving Revisited across Three-Tiered Income Groups: Starting Hypotheses, Refinement through Literature Review, and Ideas for Empirical Testing," IZA Discussion Papers 12655, Institute of Labor Economics (IZA).
- Marina Malkina, 2019. "Determinants of Private Savings in the Form of Bank Deposits: A Case Study on Regions of the Russian Federation," Economies, MDPI, vol. 7(2), pages 1-22, June.
- Branger, Nicole & Larsen, Linda Sandris & Munk, Claus, 2019. "Hedging recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017.
"A Life-Cycle Model with Unemployment Traps,"
Carlo Alberto Notebooks
514, Collegio Carlo Alberto, revised 2019.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017. "A Life-Cycle Model with Unemployment Traps," Working papers 041, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021.
"Life-cycle welfare losses from rules-of-thumb asset allocation,"
Economics Letters, Elsevier, vol. 198(C).
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020. "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Carlo Alberto Notebooks 616, Collegio Carlo Alberto.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020. "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Working papers 068, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2024.
"Life-cycle risk-taking with personal disaster risk,"
International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 378-396.
- Nicodano, Giovanna & Bagliano, Fabio-Cesare & Fugazza, Carolina, 2021. "Life-Cycle Risk-Taking with Personal Disaster Risk," CEPR Discussion Papers 16234, C.E.P.R. Discussion Papers.
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021. "Life-cycle risk-taking with personal disaster risk," ESRB Working Paper Series 132, European Systemic Risk Board.
- Branger, Nicole & Larsen, Linda Sandris & Munk, Claus, 2019. "Hedging recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021.
"Household Finance,"
Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
- Haliassos, Michael & Gomes, Francisco, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
- Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2014.
"Optimal Life-Cycle Portfolios for Heterogeneous Workers,"
Review of Finance, European Finance Association, vol. 18(6), pages 2283-2323.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2012. "Optimal life-cycle portfolios for heterogeneous workers," Carlo Alberto Notebooks 266, Collegio Carlo Alberto, revised 2013.
- Fabio Bagliano & Carolina Fugazza & Giovanna Nicodano, 2013. "Optimal life-cycle portfolios for heterogeneous workers," Working Papers 260, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
- Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2012. "Optimal life-cycle portfolios for heterogeneous workers," Working papers 012, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Jessica A. Wachter & Motohiro Yogo, 2010.
"Why Do Household Portfolio Shares Rise in Wealth?,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
- Motohiro Yogo & Jessica Wachter, 2007. "Why do Household Portfolio Shares Rise in Wealth?," 2007 Meeting Papers 929, Society for Economic Dynamics.
- Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers 16316, National Bureau of Economic Research, Inc.
- Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2023. "Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap," Working Papers 332, Princeton University, Department of Economics, Center for Economic Policy Studies..
- John Y. Campbell & João F. Cocco, 2003.
"Household Risk Management and Optimal Mortgage Choice,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(4), pages 1449-1494.
- John Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Computing in Economics and Finance 2002 47, Society for Computational Economics.
- Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 632, Econometric Society.
- Campbell, John & Cocco, Joao, 2003. "Household Risk Management and Optimal Mortgage Choice," Scholarly Articles 3157876, Harvard University Department of Economics.
- John Y. Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Harvard Institute of Economic Research Working Papers 1946, Harvard - Institute of Economic Research.
- John Y. Campbell & Joao F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," NBER Working Papers 9759, National Bureau of Economic Research, Inc.
- Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society.
- Guiso, Luigi & Sodini, Paolo, 2013.
"Household Finance: An Emerging Field,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1397-1532,
Elsevier.
- Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
- Guiso, Luigi, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
- Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2024. "Unemployment risk, portfolio choice, and the racial wealth gap," CRC TR 224 Discussion Paper Series crctr224_2024_508, University of Bonn and University of Mannheim, Germany.
- Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2024. "Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap," Opportunity and Inclusive Growth Institute Working Papers 086, Federal Reserve Bank of Minneapolis.
- Michaelides, Alexander & Zhang, Yuxin, 2022. "Life-cycle portfolio choice with imperfect predictors," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Alessandro Bucciol, 2006. "The Roles of Temptation and Social Security in Explaining Individual Behavior," "Marco Fanno" Working Papers 0032, Dipartimento di Scienze Economiche "Marco Fanno".
- Korniotis, George & Bonaparte, Yosef & Kumar, Alok, 2020. "Income Risk and Stock Market Entry/Exit Decisions," CEPR Discussion Papers 15370, C.E.P.R. Discussion Papers.
- Kees de Van & Daniele Fano & Herialt Mens & Giovanna Nicodano, 2014. "A Reporting Standard for Defined Contribution Pension Plans," CeRP Working Papers 143, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Yongsung Chang & Jay Hong & Marios Karabarbounis & Yicheng Wang & Tao Zhang, 2022.
"Income Volatility and Portfolio Choices,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 65-90, April.
- Yongsung Chang & Jay Hong & Marios Karabarbounis & Yicheng Wang, 2018. "Income Volatility and Portfolio Choices," 2018 Meeting Papers 412, Society for Economic Dynamics.
- Yongsung Chang & Jay Hong & Marios Karabarbounis & Yicheng Wang & Tao Zhang, 2021. "Online Appendix to "Income Volatility and Portfolio Choices"," Online Appendices 20-409, Review of Economic Dynamics.
- Yongsung Chang & Jay H. Hong & Marios Karabarbounis & Yicheng Wang, 2020. "Income Volatility and Portfolio Choices," Working Paper 20-01, Federal Reserve Bank of Richmond.
- Yongsung Chang & Jay. H. Hong & Marios Karabarbounis & Yicheng Wang, 2020. "Income Volatility and Portfolio Choices," Working Paper Series no131, Institute of Economic Research, Seoul National University.
- Yongsung Chang & Jay Hong & Marios Karabarbounis & Yicheng Wang & Tao Zhang, 2021. "Code and data files for "Income Volatility and Portfolio Choices"," Computer Codes 20-409, Review of Economic Dynamics.
- Steven J. Davis & Felix Kubler & Paul Willen, 2006.
"Borrowing Costs and the Demand for Equity over the Life Cycle,"
The Review of Economics and Statistics, MIT Press, vol. 88(2), pages 348-362, May.
- Steven J. Davis & Felix Kubler & Paul Willen, 2002. "Borrowing Costs and the Demand for Equity Over the Life Cycle," NBER Working Papers 9331, National Bureau of Economic Research, Inc.
- Steven J. Davis & Felix Kubler & Paul S. Willen, 2005. "Borrowing costs and the demand for equity over the life cycle," Working Papers 05-7, Federal Reserve Bank of Boston.
- Luca Benzoni & Pierre Collin‐Dufresne & Robert S. Goldstein, 2007.
"Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated,"
Journal of Finance, American Finance Association, vol. 62(5), pages 2123-2167, October.
- Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2007. "Portfolio choice over the life-cycle when the stock and labor markets are cointegrated," Working Paper Series WP-07-11, Federal Reserve Bank of Chicago.
- Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2023. "Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap," ECONtribute Discussion Papers Series 265, University of Bonn and University of Cologne, Germany.
More about this item
Keywords
life-cycle portfolio choice; unemployment risk; human capital depreciation; age rule.;All these keywords.
JEL classification:
- J13 - Labor and Demographic Economics - - Demographic Economics - - - Fertility; Family Planning; Child Care; Children; Youth
- J15 - Labor and Demographic Economics - - Demographic Economics - - - Economics of Minorities, Races, Indigenous Peoples, and Immigrants; Non-labor Discrimination
- I20 - Health, Education, and Welfare - - Education - - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cca:wpaper:577. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Giovanni Bert (email available below). General contact details of provider: https://edirc.repec.org/data/fccaait.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.