Similar Search Results

Branger, Nicole; Larsen, Linda Sandris; Munk, Claus - In: Journal of economic dynamics & control 107 (2019), pp. 1-24

Persistent link: https://www.econbiz.de/10012312632

Management of portfolio depletion risk through optimal life cycle asset allocation

Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 3, pp. 447-468

Persistent link: https://www.econbiz.de/10012180638

Stock-Bond allocation over the life cycle with long-term unemployment risk

Rudys, Valentinas - In: The journal of investing : JOI 33 (2024) 2, pp. 88-103

Persistent link: https://www.econbiz.de/10014536099

Life-Cycle Asset Allocation and Unemployment Risk

Bagliano, Fabio C. - 2016

-term unemployment spells to have permanent effects on subsequent labor income prospects. The risk of losing future labor income could …

Persistent link: https://www.econbiz.de/10012997202

How Much Should Life-Cycle Investors Adapt Their Behavior When Confronted with Model Uncertainty?

Shen, Sally - 2016

uncertainty aversion parameter, which measures the investor's preference for robustness using econometric theory. I derive a …

Persistent link: https://www.econbiz.de/10012997223

Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - 2022

Persistent link: https://www.econbiz.de/10013341263

Analytic approach for models of optimal retirement with disability risk

Chae, Jiwon; Jang, Bong-Gyu; Park, Seyoung - In: Mathematical social sciences 126 (2023), pp. 68-75

Persistent link: https://www.econbiz.de/10014472541

Retirement eggs and retirement baskets

Dobrescu, Loretti Isabella; Shanker, Akshay; Bateman, Hazel - 2022

Persistent link: https://www.econbiz.de/10013503820

Modeling Human Capital in Life-Cycle Portfolio Choice : Riskless or Risky?

Minderhoud, Ingmar - 2010

We study the impact of risky human capital in life-cycle portfolio choice and survey the academic literature on the optimal asset allocation over the individual's life-cycle. A distinction is made between the riskless conception of human capital as having bond-like characteristics, and the risky...

Persistent link: https://www.econbiz.de/10013142137

Life-cycle risk-taking with personal disaster risk

Nicodano, Giovanna; Bagliano, Fabio C.; Fugazza, Carolina - 2021

Persistent link: https://www.econbiz.de/10012523110

A service of the

zbw