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Optimal claiming of social security benefits

Diamond, Steven; Boyd, Stephen P.; Greenberg, David; … - In: The journal of retirement : JOR 10 (2023) 3, pp. 33-46

Persistent link: https://www.econbiz.de/10014233244

Optimal Claiming of Social Security Benefits

Diamond, Steven; Boyd, Stephen; Greenberg, David; … - 2021

Using a lifecycle framework with Epstein-Zin (1989) utility and a mixed-integer optimization approach, we compute the optimal age to claim Social Security benefits. Taking advantage of homogeneity, a sufficient statistic is the ratio of wealth to the primary insurance amount (PIA). If the...

Persistent link: https://www.econbiz.de/10014088475

Using stocks or portfolios in tests of factor models

Ang, Andrew; Liu, Jun; Schwarz, Krista - 2016 - This version: October 20, 2016

Persistent link: https://www.econbiz.de/10011843846

Factor risk premiums and invested capital : calculations with stochastic discount factors

Ang, Andrew; Hogan, Kedreth C.; Shores, Sara - In: The journal of asset management 19 (2018) 3, pp. 145-155

Persistent link: https://www.econbiz.de/10011847731

Do demographic changes affect risk premiums? : Evidence from international data

Ang, Andrew; Maddaloni, Angela - 2003

Persistent link: https://www.econbiz.de/10001758480

How to discount cashflows with time-varying expected returns

Ang, Andrew; Liu, Jun - 2003

Persistent link: https://www.econbiz.de/10001815763

Do demographic changes affect risk premiums? : Evidence from international data

Ang, Andrew; Maddaloni, Angela - In: The journal of business : B 78 (2005) 1, pp. 341-379

Persistent link: https://www.econbiz.de/10002828486

How to discount cashflows with time-varying expected returns

Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784

Persistent link: https://www.econbiz.de/10002503562

Testing conditional factor models

Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156

Persistent link: https://www.econbiz.de/10009666667

Using stocks or portfolios in tests of factor models

Ang, Andrew; Liu, Jun; Schwarz, Krista - 2010 - This Version: 7 September, 2010

Persistent link: https://www.econbiz.de/10009355426

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