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~person:"Michaelides, Alexander"
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Michaelides, Alexander
Schendel, Lorenz S.
9
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Bagchi, Shantanu
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Fugazza, Carolina
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Lee, Minjoon
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Optimal life-cycle asset allocation: understanding the empirical evidence
Gomes, Francisco
;
Michaelides, Alexander
-
London School of Economics (LSE)
-
2003
We show that a life-cycle model with realistically calibrated uninsurable
labor
income
risk
and moderate risk aversion …
Persistent link: https://www.econbiz.de/10010746160
Saved in:
2
Portfolio choice with internal habit formation : a life-cycle model with uninsurable
labor
income
risk
Gomes, Francisco J.
;
Michaelides, Alexander
-
London School of Economics (LSE)
-
2003
labor
income
risk
and stock-market participation costs. In contrast to the initial motivation, we find that the model is not …
Persistent link: https://www.econbiz.de/10010928771
Saved in:
3
Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable
Labor
Income
Risk
Gomes, Francisco
;
Michaelides, Alexander
- In:
Review of Economic Dynamics
6
(
2003
)
4
,
pp. 729-766
labor
income
risk
and stock-market participation costs. In contrast to the initial motivation, we find that the model is not …
Persistent link: https://www.econbiz.de/10005085517
Saved in:
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