Similar Search Results - EconBiz

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

International asset allocation with time-varying correlations

Ang, Andrew; Bekaert, Geert - 1999

Persistent link: https://www.econbiz.de/10001379604

Portfolio choice with illiquid assets

Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. - In: Management science : journal of the Institute for … 60 (2014) 11, pp. 2737-2761

Persistent link: https://www.econbiz.de/10010461809

Factors to assets : mapping factor exposures to asset allocations

Greenberg, David; Babu, Abhilash; Ang, Andrew - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 18-27

Persistent link: https://www.econbiz.de/10011686666

Factor timing with cross-sectional and time-series predictors

Hodges, Philip; Hogan, Kedreth C.; Peterson, Justin R.; … - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 30-43

Persistent link: https://www.econbiz.de/10011877409

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

International asset allocation with regime shifts

Ang, Andrew; Bekaert, Geert - In: The review of financial studies 15 (2002) 4, pp. 1137-1187

Persistent link: https://www.econbiz.de/10001716088

Asymmetric correlations of equity portfolios

Ang, Andrew; Chen, Joseph - In: Journal of financial economics 63 (2002) 3, pp. 443-494

Persistent link: https://www.econbiz.de/10001661703

Downside risk and the momentum effect

Ang, Andrew; Chen, Joseph; Xing, Yuhang - 2001

Persistent link: https://www.econbiz.de/10001632872

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