1. The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds. (2025). doğan, buhari ; Doan, Buhari ; Aikins, Emmanuel Joel ; Khalfaoui, Rabeh ; Goodell, John W ; Le, Tn-Lan.
   In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
   RePEc:spr:endesu:v:27:y:2025:i:3:d:10.1007_s10668-023-04153-5.

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2. Age dependent investment decisions in light of intergenerational altruism. (2025). Steinberg, Daniel.
   In: MPRA Paper.
   RePEc:pra:mprapa:125619.

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3. High-dimensional multi-period portfolio allocation using deep reinforcement learning. (2025). Olmo, Jose ; Atwi, Majed ; Jiang, Yifu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001595.

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4. What drives robo-advice?. (2025). Lehner, Sebastian ; Scherer, Bernd.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001087.

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5. Surprise by Anticipated Inflation. (2024). Asfuroglu, Dila.
   In: SAGE Open.
   RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245102.

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6. Identifying Risk-Taking Behavior and Prudent Asset Allocation in Pension Funds in Indonesia. (2024). Siregar, Reza ; Hadrian, Devan ; Ronaldo, Rizky Rizaldi ; Melati, Rosi ; Prabowosunu, Mohammad Alvin.
   In: Economics and Finance in Indonesia.
   RePEc:lpe:efijnl:202402.

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7. Interest rate liberalization and household investment in China. (2024). Peng, Zhiyu ; Lan, Jiajun ; Liu, Yihan ; Pan, Yinghao.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006233.

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8. Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. (2024). Martinez-Carrasco, Miguel ; Garcia-Huitron, Manuel E ; Martellini, Lionel ; Mantilla-Garcia, Daniel.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002479.

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9. Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco.
   In: Working Papers.
   RePEc:cmf:wpaper:wp2024_2411.

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10. Co-jumps and recursive preferences in portfolio choices. (2023). Oliva, Immacolata ; Stefani, Ilaria.
    In: Annals of Finance.
    RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00425-2.

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11. The changing landscape of treasury auctions. (2023). Amin, Shehryar ; Tedongap, Romeo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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12. Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Li, Zhongfei ; Chen, Zheng ; Zeng, Yan.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

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13. On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Gerrard, Russell ; Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962.

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14. Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian.
    In: Papers.
    RePEc:arx:papers:2306.13343.

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15. Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk. (2022). Kusuda, Koji ; Kikuchi, Kentaro ; Batbold, Bolorsuvd.
    In: Mathematics and Financial Economics.
    RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00316-6.

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16. Strategic asset allocation and the demand for real estate: international evidence. (2022). Umar, Zaghum ; Olson, Dennis.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02090-8.

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17. Portfolios for Long-Term Investors*. (2022). Cochrane, John H.
    In: Review of Finance.
    RePEc:oup:revfin:v:26:y:2022:i:1:p:1-42..

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18. Intergenerational Transfers in the New Dutch Pension Contract. (2022). Stalborch, Stephan ; Bilsen, Servaas ; Mehlkopf, Roel J.
    In: De Economist.
    RePEc:kap:decono:v:170:y:2022:i:1:d:10.1007_s10645-022-09399-4.

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19. Portfolio choice with sustainable spending: A model of reaching for yield. (2022). Campbell, John ; Sigalov, Roman.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:188-206.

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20. Discount rates, debt maturity, and the fiscal theory. (2021). Morales, Gonzalo ; Corhay, Alexandre ; Kind, Thilo ; Kung, Howard.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:323.

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21. Geographic Heterogeneity in Housing Market Risk and Portfolio Choice. (2021). Nam, Tong-Yob.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:62:y:2021:i:4:d:10.1007_s11146-020-09762-9.

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22. Sukuk Market and Economic Welfare Nexus: A Partial Equilibrium Approach. (2021). Boukhatem, Jamel.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2021-03-15.

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23. Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Kind, Thilo ; Kung, Howard ; Morales, Gonzalo ; Corhay, Alexandre.
    In: Staff Working Papers.
    RePEc:bca:bocawp:21-58.

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24. Household finance. (2020). Ramadorai, Tarun ; Haliassos, Michael ; Gomes, Francisco J.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:138.

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25. Consumption in incomplete markets. (2020). Guasoni, Paolo ; Wang, GU.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00420-9.

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26. Consumer finance/household finance: the definition and scope. (2020). Xiao, Jing Jian ; Tao, Chunsheng.
    In: China Finance Review International.
    RePEc:eme:cfripp:cfri-04-2020-0032.

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27. The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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28. Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

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29. Household Finance. (2020). Ramadorai, Tarun ; Haliassos, Michael ; Gomes, Francisco J.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14502.

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30. Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_578_20.

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31. Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Rockinger, Michael ; Jondeau, Eric.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

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32. Household’s Happiness and Financial Market Participation. (2019). Cui, Wei ; Cho, Insook.
    In: Global Economic Review.
    RePEc:taf:glecrv:v:48:y:2019:i:4:p:396-418.

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33. Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales. (2019). Xu, Yaosheng ; Bellalah, Mondher ; Zhang, Detao.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2901-4.

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34. Five Facts about Beliefs and Portfolios. (2019). Stroebel, Johannes ; Maggiori, Matteo ; Giglio, Stefano ; Utkus, Stephen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25744.

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35. Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson€ Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:igi:igierp:639.

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36. A comparison of nominal and indexed debt under fiscal constraints. (2019). Beetsma, Roel ; Westerhout, ED.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:91:y:2019:i:c:p:177-194.

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37. Macroeconomic environment, money demand and portfolio choice. (2019). lioui, abraham ; Tarelli, Andrea.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:274:y:2019:i:1:p:357-374.

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38. Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:107:y:2019:i:c:10.

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39. Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Pedio, Manuela ; Guidolin, Massimo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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40. Five Facts About Beliefs and Portfolios. (2019). Stroebel, Johannes ; Maggiori, Matteo ; Giglio, Stefano ; Utkus, Stephen ; Strobel, Johannes.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13657.

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41. Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp19106.

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42. A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems. (2018). Milhau, Vincent ; Deguest, Romain ; Martellini, Lionel.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:9:p:4333-4347.

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43. Residual Inflation Risk. (2018). Illeditsch, Philipp Karl.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:11:p:5289-5314.

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44. Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries. (2018). Tortorice, Daniel ; Kita, Arben.
    In: Working Papers.
    RePEc:hcx:wpaper:1801.

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45. Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee. (2018). Wu, Ting-Pin ; Chen, Son-Nan ; Tang, Mei-Ling ; Lai, Gene C.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:87-104.

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46. Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan.
    In: Working Papers.
    RePEc:brd:wpaper:116r.

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47. What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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48. Asymmetries in Yield Curves: Some Empirical Evidence from Ghana. (2017). .
    In: MPRA Paper.
    RePEc:pra:mprapa:79155.

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49. Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Paltalidis, Nikos ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Gounopoulos, Dimitrios.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52.

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50. Optimal asset allocation for strategic investors. (2017). Olmo, Jose ; Laborda, Ricardo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:970-987.

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51. The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

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52. Volatility risk and economic welfare. (2017). Xu, Shaofeng.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

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53. Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Wang, Yudong ; Pettenuzzo, Davide.
    In: Working Papers.
    RePEc:brd:wpaper:116.

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54. Dynamic Asset Allocation with Liabilities. (2017). Sakkas, Athanasios ; Tessaromatis, Nikolaos ; Giamouridis, Daniel.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:2:p:254-291.

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55. The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Christian, Weis ; Sebastian, Steffen ; Woltering, Rene-Ojas.
    In: ERES.
    RePEc:arz:wpaper:eres2017_325.

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56. Asset Accumulation and Portfolio Decisions Under Inflation Risk. (2016). Semmler, Willi ; Mateane, Lebogang ; Hsiao, Chih-Ying ; Chiarella, Carl.
    In: Dynamic Modeling and Econometrics in Economics and Finance.
    RePEc:spr:dymchp:978-3-662-49229-1_8.

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57. Inflation expectations derived from a portfolio model. (2016). Hernández-del-Valle, Gerardo ; Covarrubias, Enrique ; Hernandez-Del, Gerardo.
    In: MPRA Paper.
    RePEc:pra:mprapa:69489.

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58. Price Pressures on UK Real Rates: An Empirical Investigation. (2016). Zinna, Gabriele.
    In: Review of Finance.
    RePEc:oup:revfin:v:20:y:2016:i:4:p:1587-1630..

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59. Do long-term bonds hedge equity risk? Evidence from Spain. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n275-16.pdf.

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60. Long-Term Government Debt and Household Portfolio Composition. (2016). Tischbirek, Andreas.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:16.17.

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61. Inflation Protected Investment Strategies. (2016). Zagst, Rudi ; Mahlstedt, Mirco.
    In: Risks.
    RePEc:gam:jrisks:v:4:y:2016:i:2:p:9-:d:66628.

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62. The informational content of the embedded deflation option in TIPS. (2016). Grishchenko, Olesya ; Vanden, Joel M ; Zhang, Jianing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:65:y:2016:i:c:p:1-26.

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63. Time-Varying Margin Requirements and Optimal Portfolio Choice. (2016). Rytchkov, Oleg.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:51:y:2016:i:02:p:655-683_00.

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64. Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion. (2016). Olmo, Jose ; Gonzalo, Jesus.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:23599.

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65. .

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66. Asset market participation and portfolio choice over the life-cycle. (2015). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:115.

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67. Household living conditions. Material affluence. (2015). Szumlicz, Tadeusz ; Bialowolski, Piotr ; Biaowolski, Piotr ; Pawlak, Katarzyna ; Pytkowska, Justyna ; Czapiski, Janusz ; Kotowska, Irena E ; Panek, Tomasz.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:457.

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68. Optimal annuity portfolio under inflation risk. (2015). Pisinger, David ; Weissensteiner, Alex ; Konicz, Agnieszka .
    In: Computational Management Science.
    RePEc:spr:comgts:v:12:y:2015:i:3:p:461-488.

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69. Inflation, Business Cycles, and Commodity Investing in Financialized Markets. (2015). Zaremba, Adam.
    In: Business and Economics Research Journal.
    RePEc:ris:buecrj:0173.

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70. Betting against beta (and gamma) using government bonds. (2015). Durham, J. Benson.
    In: Staff Reports.
    RePEc:fip:fednsr:708.

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71. Earning the right premium on the right factor in portfolio planning. (2015). Branger, Nicole ; Hansis, Alexandra .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:367-383.

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72. Asymmetries and Portfolio Choice. (2015). Tedongap, Romeo ; Dahlquist, Magnus ; Farago, Adam.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10706.

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73. The allocation of financial risks during the life cycle in individual and collective DC pension contracts. (2015). Cox, Ryanne ; Mehlkopf, Roel ; Lever, Marcel ; Boelaars, Ilja.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:317.rdf.

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74. The allocation of financial risks during the life cycle in individual and collective DC pension contracts. (2015). Cox, Ryanne ; Mehlkopf, Roel ; Lever, Marcel ; Boelaars, Ilja.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:317.

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75. Equally Weighted vs. Long€ Run Optimal Portfolios. (2015). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
    In: European Financial Management.
    RePEc:bla:eufman:v:21:y:2015:i:4:p:742-789.

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76. Household Asset Holding Diversification in Australia. (2014). Pena-Boquete, Yolanda ; Mumford, Karen ; Mariotti, Francesco.
    In: Discussion Papers.
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77. Essays on habit formation and inflation hedging. (2014). Zhou, Y..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:4886da12-1b84-4fd9-aa07-312e22125ec3.

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78. Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach. (2014). Benlagha, Noureddine.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:31:p:3849-3860.

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79. Stochastic Generational Accounting Applied to Reforms of Dutch Occupational Pensions. (2014). Ewijk, Casper ; Draper, Nick ; Mehlkopf, Roel ; Lever, Marcel.
    In: De Economist.
    RePEc:kap:decono:v:162:y:2014:i:3:p:287-307.

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80. Portfolio management with stochastic interest rates and inflation ambiguity. (2014). Munk, Claus ; Rubtsov, Alexey.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:3:p:419-455.

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81. Robust portfolio choice with stochastic interest rates. (2014). Flor, Christian ; Larsen, Linda.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:2:p:243-265.

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82. Asset pricing and the role of macroeconomic volatility. (2014). Giannikos, Christos ; d'Addona, Stefano ; Daddona, Stefano.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:2:p:197-215.

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83. Household Asset Holding Diversification in Australia. (2014). Pena-Boquete, Yolanda ; Mumford, Karen ; Mariotti, Francesco.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp8302.

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84. Stocks for the long run? Evidence from emerging markets. (2014). Umar, Zaghum ; Spierdijk, Laura.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:47:y:2014:i:c:p:217-238.

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85. Optimal portfolio selection with life insurance under inflation risk. (2014). Kwak, Minsuk ; Lim, Byung Hwa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:59-71.

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86. Affine model of inflation-indexed derivatives and inflation risk premium. (2014). Yildirim, Yildiray ; Huang, Henry ; Ho, Hsiao-Wei.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:235:y:2014:i:1:p:159-169.

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87. Continuous-time mean–variance portfolio selection with only risky assets. (2014). Li, Zhongfei ; Chen, Shumin ; Yao, Haixiang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:244-251.

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88. A Reporting Standard for Defined Contribution Pension Plans. (2014). Nicodano, Giovanna ; de Van, Kees ; Mens, Herialt ; Fano, Daniele .
    In: CeRP Working Papers.
    RePEc:crp:wpaper:143.

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89. How family status and social security claiming options shape optimal life cycle portfolios. (2013). Mitchell, Olivia ; Maurer, Raimond ; Hubener, Andreas .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201307.

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90. Asset market participation and portfolio choice over the life-cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: Discussion Papers.
    RePEc:ssb:dispap:758.

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91. How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios. (2013). Mitchell, Olivia ; Maurer, Raimond ; Hubener, Andreas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19583.

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92. Deflation Risk. (2013). Lustig, Hanno ; Longstaff, Francis ; Fleckenstein, Matthias.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19238.

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93. A Mean-Variance Benchmark for Intertemporal Portfolio Theory. (2013). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18768.

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94. The economic value of predictability in portfolio management. (2013). Andrea, Carnelli .
    In: Journal of Financial Management, Markets and Institutions.
    RePEc:mul:jdp901:doi:10.12831/73630:y:2013:i:1:p:5-22.

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95. The economic value of predictability in portfolio management. (2013). Andrea, Carnelli .
    In: Journal of Financial Management, Markets and Institutions.
    RePEc:mul:jdp901:doi:10.12831/73630:y:2013:i:1:p:11-25.

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96. Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies. (2013). Munk, Claus ; Kraft, Holger ; Bick, Bjorn .
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:2:p:485-503.

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97. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Viceira, Luis ; Pflueger, Carolin.
    In: Harvard Business School Working Papers.
    RePEc:hbs:wpaper:11-094.

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98. Asset Market Participation and Portfolio Choice over the Life-Cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1326.

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99. Household Finance: An Emerging Field. (2013). Sodini, Paolo ; Guiso, Luigi.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1397-1532.

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100. Asset Market Participation and Portfolio Choice over the Life Cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:9691.

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101. Market volatility, optimal portfolios and naive asset allocations. (2012). Pelizzon, Loriana ; Caporin, Massimiliano.
     In: Working Papers.
     RePEc:ven:wpaper:2012_08.

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102. Inflation risk premium: evidence from the TIPS market. (2012). Huang, Jingzhi ; Grishchenko, Olesya.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2012-06.

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103. Household Finance. An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
     In: EIEF Working Papers Series.
     RePEc:eie:wpaper:1204.

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104. Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Bakshi, Gurdip ; Chabi-Yo, Fousseni.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208.

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105. Do return prediction models add economic value?. (2012). Cenesizoglu, Tolga ; Timmermann, Allan.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:11:p:2974-2987.

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106. Optimal asset allocation for DC pension plans under inflation. (2012). Han, Nan-Wei ; Hung, Mao-Wei.
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:51:y:2012:i:1:p:172-181.

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107. Optimal portfolio choice in real terms: Measuring the benefits of TIPS. (2012). Cartea, Álvaro ; Toro, Juan ; Saul, Jonatan .
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:19:y:2012:i:5:p:721-740.

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108. The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts. (2012). Munk, Claus ; Larsen, Linda Sandris.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:2:p:266-293.

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109. Household Finance: An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:8934.

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110. Optimal portfolio‐consumption choice under stochastic inflation with nominal and indexed bonds. (2011). Chou, Yingyin ; Han, Nanwei ; Hung, Mao Wei .
     In: Applied Stochastic Models in Business and Industry.
     RePEc:wly:apsmbi:v:27:y:2011:i:6:p:691-706.

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111. Upgrading investment regulations in second pillar pension systems : a proposal for Colombia. (2011). Castaneda, Pablo ; Rudolph, Heinz P..
     In: Policy Research Working Paper Series.
     RePEc:wbk:wbrwps:5775.

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112. Real and nominal UK interest rates, ERM membership, and inflation targeting. (2011). Reschreiter, Andreas.
     In: Empirical Economics.
     RePEc:spr:empeco:v:40:y:2011:i:3:p:559-579.

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113. ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY. (2011). Giannikos, Christos ; D'Addona, Stefano.
     In: Working Papers.
     RePEc:rcr:wpaper:07_11.

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114. Discount Rates. (2011). Cochrane, John.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:16972.

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115. Risk Taking with Additive and Multiplicative Background Risks. (2011). Franke, Günter ; Stapleton, Richard C. ; Schlesinger, Harris.
     In: Working Paper Series of the Department of Economics, University of Konstanz.
     RePEc:knz:dpteco:1125.

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116. Market Timing with Option-Implied Distributions: A Forward-Looking Approach. (2011). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Panigirtzoglou, Nikolaos.
     In: Management Science.
     RePEc:inm:ormnsc:v:57:y:2011:i:7:p:1231-1249.

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117. The Financial Market Effects of the Federal Reserves Large-Scale Asset Purchases. (2011). Remache, Julie ; Gagnon, Joseph ; Raskin, Matthew ; Sack, Brian.
     In: International Journal of Central Banking.
     RePEc:ijc:ijcjou:y:2011:q:1:a:1.

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118. Large-scale asset purchases by the Federal Reserve: did they work?. (2011). Remache, Julie ; Gagnon, Joseph ; Raskin, Matthew ; Sack, Brian.
     In: Economic Policy Review.
     RePEc:fip:fednep:y:2011:i:may:p:41-59:n:v.17no.1.

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119. The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Vanden, Joel M. ; Zhang, Jianing.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2011-58.

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120. The term structures of equity and interest rates. (2011). Wachter, Jessica ; Lettau, Martin.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:101:y:2011:i:1:p:90-113.

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121. Risk taking with additive and multiplicative background risks. (2011). Franke, Günter ; Stapleton, Richard C..
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:146:y:2011:i:4:p:1547-1568.

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122. Optimal close-to-home biases in asset allocation. (2011). Walker, Eduardo ; Varas, Felipe.
     In: Journal of Business Research.
     RePEc:eee:jbrese:v:64:y:2011:i:3:p:328-337.

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123. Predictability of stock returns and asset allocation under structural breaks. (2011). Timmermann, Allan ; Pettenuzzo, Davide.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:164:y:2011:i:1:p:60-78.

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124. Investment horizon effect on asset allocation between value and growth strategies. (2011). Kim, Sangbae ; Genay, Ramazan ; In, Francis.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:28:y:2011:i:4:p:1489-1497.

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125. Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts. (2011). Mitchell, Olivia ; Horneff, Wolfram ; Maurer, Raimond ; Chai, Jingjing.
     In: Working Papers.
     RePEc:ecl:upafin:11-43.

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126. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Bakshi, Gurdip ; Chabi-Yo, Fousseni.
     In: Working Paper Series.
     RePEc:ecl:ohidic:2011-11.

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127. Portfolio Choice, Minimum Return Guarantees, and Competition in DC Pension Systems. (2010). Castaneda, Pablo ; Castaeda, Pablo ; Rudolph, Heinz.
     In: Working Papers.
     RePEc:sdp:sdpwps:39.

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128. Portfolio Risk Analysis. (2010). Korajczyk, Robert A ; Goldberg, Lisa R ; Connor, Gregory.
     In: Economics Books.
     RePEc:pup:pbooks:9224.

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129. Strategic asset allocation and intertemporal demands: with commodities as an asset class. (2010). Su, Yongyang ; Lau, Chi Keung ; Lau, Marco Chi Keung, .
     In: MPRA Paper.
     RePEc:pra:mprapa:26337.

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130. Indexed bonds and revisions of inflation expectations. (2010). Reschreiter, Andreas.
     In: Annals of Finance.
     RePEc:kap:annfin:v:6:y:2010:i:4:p:537-554.

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131. Sharpe ratios in term structure models. (2010). Duffee, Greg.
     In: Economics Working Paper Archive.
     RePEc:jhu:papers:575.

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132. 1/N and long run optimal portfolios: results for mixed asset menus. (2010). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
     In: Working Papers.
     RePEc:fip:fedlwp:2010-003.

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133. Dynamic asset allocation with stochastic income and interest rates. (2010). Munk, Claus ; Sorensen, Carsten.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:96:y:2010:i:3:p:433-462.

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134. Inflation risk and international asset returns. (2010). van Dijk, Mathijs ; Moerman, Gerard A..
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:34:y:2010:i:4:p:840-855.

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135. 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus. (2010). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
     In: Carlo Alberto Notebooks.
     RePEc:cca:wpaper:190.

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136. On the Portfolio Properties of Real Estate in Good Times and Bad Times1. (2010). Shilling, James ; Sa-Aadu, J. ; Tiwari, Ashish.
     In: Real Estate Economics.
     RePEc:bla:reesec:v:38:y:2010:i:3:p:529-565.

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137. Household Interest Rate Risk Management. (2010). van Hemert, Otto .
     In: Real Estate Economics.
     RePEc:bla:reesec:v:38:y:2010:i:3:p:467-505.

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138. Understanding Inflation-Indexed Bond Markets. (2009). Shiller, Robert ; Viceira, Luis ; Campbell, John.
     In: Yale School of Management Working Papers.
     RePEc:ysm:somwrk:amz2587.

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139. Macro‐finance VARs and bond risk premia: A caveat. (2009). Taboga, Marco.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:18:y:2009:i:4:p:163-171.

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140. A stochastic programming approach for multi-period portfolio optimization. (2009). Geyer, Alois ; Hanke, Michael ; Weissensteiner, Alex.
     In: Computational Management Science.
     RePEc:spr:comgts:v:6:y:2009:i:2:p:187-208.

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141. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
     In: PIER Working Paper Archive.
     RePEc:pen:papers:09-018.

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142. What Ties Return Volatilities to Price Valuations and Fundamentals?. (2009). Veronesi, Pietro ; David, Alexander.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15563.

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143. Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts. (2009). Mitchell, Olivia ; Horneff, Wolfram ; Maurer, Raimond ; Chai, Jingjing.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15079.

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144. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario ; Rubio-Ramrez, Juan F. ; Fernndez-Villaverde, Jess.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15026.

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145. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15014.

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146. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:14701.

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147. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:14698.

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148. MODELS FOR HOUSEHOLD PORTFOLIOS AND LIFE-CYCLE ALLOCATIONS IN THE PRESENCE OF LABOUR INCOME AND LONGEVITY RISK. (2009). Torricelli, Costanza.
     In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
     RePEc:mod:wcefin:0017.

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149. Time and risk diversification in real estate investments: assessing the ex post economic value. (2009). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
     In: Working Papers.
     RePEc:fip:fedlwp:2009-001.

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150. Macro-finance VARs and bond risk premia: A caveat. (2009). Taboga, Marco.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:18:y:2009:i:4:p:163-171.

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151. Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence. (2009). Wohar, Mark ; Rapach, David E..
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:28:y:2009:i:3:p:427-453.

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152. Mortgage timing. (2009). Van Nieuwerburgh, Stijn ; koijen, ralph ; van Hemert, Otto ; Koijen, Ralph S. J., .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:93:y:2009:i:2:p:292-324.

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153. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
     In: Cowles Foundation Discussion Papers.
     RePEc:cwl:cwldpp:1696.

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154. Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. (2009). Luger, Richard ; Garcia, René.
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:2009s-20.

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155. Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios. (2009). Zaffaroni, Paolo ; Pesaran, Mohammad.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2857.

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156. Do aggressive funds reallocate their portfolios aggressively?. (2009). Zhou, Xiyu ; Kevin C. H. Chiang, .
     In: Accounting and Finance.
     RePEc:bla:acctfi:v:49:y:2009:i:3:p:481-503.

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157. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
     In: Brookings Papers on Economic Activity.
     RePEc:bin:bpeajo:v:40:y:2009:i:2009-01:p:79-138.

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158. Frequency-domain analysis of debt service in a macro-finance model for the euro area.. (2009). Renne, Jean-Paul ; Renne, J-P., .
     In: Working papers.
     RePEc:bfr:banfra:261.

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159. Dynamic strategies for fixed-income investment. (2008). Kung, James.
     In: Applied Economics.
     RePEc:taf:applec:v:40:y:2008:i:10:p:1341-1354.

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160. Macro-finance VARs and bond risk premia: a caveat. (2008). Taboga, Marco.
     In: MPRA Paper.
     RePEc:pra:mprapa:11585.

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161. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Mitchell, Olivia ; Horneff, Wolfram J. ; Maurer, Raimond H. ; Stamos, Michael Z..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:14055.

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162. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Horneff, Wolfram J. ; Maurer, Raimond H. ; Mitchel, Olivia S. ; Stamos, Michael Z..
     In: Working Papers.
     RePEc:mrr:papers:wp177.

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163. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H..
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2008-30.

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164. Bond positions, expectations, and the yield curve. (2008). Schneider, Martin ; Piazzesi, Monika.
     In: FRB Atlanta Working Paper.
     RePEc:fip:fedawp:2008-02.

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165. Understanding saving and portfolio choices with predictable changes in assets returns. (2008). Gollier, Christian.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:44:y:2008:i:5-6:p:445-458.

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166. Pension fund investments and the valuation of liabilities under conditional indexation. (2008). de Jong, Frank.
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:42:y:2008:i:1:p:1-13.

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167. Life-cycle asset allocation with annuity markets. (2008). Horneff, Wolfram J. ; Maurer, Raimond H. ; Stamos, Michael Z..
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:32:y:2008:i:11:p:3590-3612.

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168. Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences. (2008). Munk, Claus.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:32:y:2008:i:11:p:3560-3589.

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169. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
     In: BIS Working Papers.
     RePEc:bis:biswps:248.

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170. Intertemporal Investment Strategies Under Inflation Risk. (2007). Semmler, Willi ; Hsiao, Chih-Ying.
     In: Research Paper Series.
     RePEc:uts:rpaper:192.

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171. Saving and investing over the life cycle and the role of collective pension funds. (2007). Teulings, C. N. ; Nijman, T. E. ; Koijen, R. S. J., ; Bovenberg, A. L..
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:6eab1341-eda5-4f21-8c06-8a235fd1d905.

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172. Dynamic consumption and asset allocation with derivative securities. (2007). Ku, Yuan-Hung Hsu.
     In: Quantitative Finance.
     RePEc:taf:quantf:v:7:y:2007:i:2:p:137-149.

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173. Structural change and the bond yield conundrum. (2007). Taboga, Marco.
     In: MPRA Paper.
     RePEc:pra:mprapa:4965.

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174. Mortgage Timing. (2007). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J Koijen, ; van Hemert, Otto .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:13361.

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175. Equilibrium Yield Curves. (2007). Monika Piazzesi, Martin Schneider, .
     In: NBER Chapters.
     RePEc:nbr:nberch:11182.

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176. Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns. (2007). Gollier, Christian.
     In: IDEI Working Papers.
     RePEc:ide:wpaper:6720.

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177. Inflation risk and optimal monetary policy. (2007). Pakko, Michael ; Keen, Benjamin ; Gavin, William.
     In: Working Papers.
     RePEc:fip:fedlwp:2006-035.

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178. Portfolio choice over the life-cycle when the stock and labor markets are cointegrated. (2007). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
     In: Working Paper Series.
     RePEc:fip:fedhwp:wp-07-11.

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179. Portfolio choice beyond the traditional approach. (2007). Penaranda, Francisco .
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:24481.

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180. Asset allocation under multivariate regime switching. (2007). Timmermann, Allan ; Guidolin, Massimo.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:31:y:2007:i:11:p:3503-3544.

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181. Inflation-linked bonds from a central bank perspective. (2007). Rixtel, Adrian ; Garcia, Juan Angel.
     In: Occasional Papers.
     RePEc:bde:opaper:0705.

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182. Optimal Portfolio Choice with Annuitization. (2006). Werker, B. J. M., ; Nijman, T E ; Koijen, R. S. J., .
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:e0ee89d5-4a5f-4c70-a7ee-d2c329db1a83.

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183. Optimal Portfolio Choice with Annuitization. (2006). Werker, Bas ; Nijman, Theo ; Werker, B. J. M., ; Koijen, R. S. J., .
     In: Discussion Paper.
     RePEc:tiu:tiucen:e0ee89d5-4a5f-4c70-a7ee-d2c329db1a83.

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184. OPTIMAL PORTFOLIOS IN DEFINED CONTRIBUTION PENSION SYSTEMS. (2006). Walker, Eduardo.
     In: Abante.
     RePEc:pch:abante:v:9:y:2006:i:2:p:99-129.

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185. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12609.

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186. Household Finance. (2006). Campbell, John.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12149.

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187. Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?. (2006). Horneff, Wolfram J. ; Maurer, Raimond H. ; Stamos, Michael Z..
     In: Working Papers.
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188. Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle. (2006). Dionne, Georges ; Chakroun, Oussama ; Dugas-Sampara, Amelie.
     In: Cahiers de recherche.
     RePEc:lvl:lacicr:0635.

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189. Indexed Bonds and Revisions of Inflation Expectations. (2006). Reschreiter, Andreas.
     In: Economics Series.
     RePEc:ihs:ihsesp:199.

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190. Household Finance. (2006). Campbell, John.
     In: Scholarly Articles.
     RePEc:hrv:faseco:3157877.

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191. Dynamic asset allocation and latent variables. (2006). Sorensen, Carsten ; Trolle, Anders Bjerre.
     In: Working Papers.
     RePEc:hhs:cbsfin:2004_008.

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192. International asset allocation under regime switching, skew and kurtosis preferences. (2006). Guidolin, Massimo ; Timmerman, Allan.
     In: Working Papers.
     RePEc:fip:fedlwp:2005-034.

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193. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
     In: Working Papers.
     RePEc:fip:fedlwp:2005-002.

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194. A consumption-based model of the term structure of interest rates. (2006). Wachter, Jessica.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399.

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195. Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. (2006). Maenhout, Pascal J..
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196. International stock-bond correlations in a simple affine asset pricing model. (2006). d'Addona, Stefano ; Kind, Axel H..
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197. Term structure of risk under alternative econometric specifications. (2006). Timmermann, Allan ; Guidolin, Massimo.
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198. Estimated inflation rate, consumption and portfolio decision. (2006). Han, Nan-Wei ; Hung, Mao-Wei.
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199. The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility. (2006). Uppal, Raman ; Bhamra, Harjoat.
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200. Optimal Value and Growth Tilts in Long-Horizon Portfolios. (2006). Viceira, Luis ; Jurek, Jakub W.
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201. Do Financial Planners Take Financial Crashes In Their Advice: Dynamic Asset Allocation Under Thick Tails And Fast Volatility Updating. (2006). Telfah, Ahmad.
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202. Strategic Asset Allocation in Stochastic Environment And Incomplete Markets: Evidence on Horizon And Hedging Effects. (2006). Telfah, Ahmad.
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203. Human Capital and Popular Investment Advice. (2005). Guthrie, Graeme ; boyle, glenn.
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204. Human Capital and Popular Investment Advice. (2005). Guthrie, Graeme ; Boyle, Glenn.
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205. Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence. (2005). Wohar, Mark ; Rapach, David E..
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206. Weak and Semi-Strong Form Stock Return Predictability Revisited. (2005). Ferson, Wayne ; Su, Tie ; Heuson, Andrea.
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207. Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited. (2005). Ferson, Wayne E. ; Su, Tie ; Heuson, Andrea.
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208. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
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209. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
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210. Term structure of risk under alternative econometric specifications. (2005). Guidolin, Massimo ; Timmerman, Allan.
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211. Term structure estimation with survey data on interest rate forecasts. (2005). Orphanides, Athanasios ; Kim, Don H..
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212. Dynamic portfolio and mortgage choice for homeowners. (2005). van Hemert, Otto ; Driessen, Joost ; de Jong, Franck .
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213. Subsistence consumption, habit formation and the demand for long-term bonds. (2005). Weinbaum, David.
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     RePEc:eee:jebusi:v:57:y:2005:i:4:p:273-287.

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214. General equilibrium pricing of CPI derivatives. (2005). lioui, abraham ; Poncet, Patrice.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:29:y:2005:i:5:p:1265-1294.

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215. Term Structure Estimation with Survey Data on Interest Rate Forecasts. (2005). Orphanides, Athanasios ; Kim, Don H..
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216. The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility. (2005). Uppal, Raman ; Bhamra, Harjoat.
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217. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (2005). Viceira, Luis ; Chacko, George.
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218. Using Financial Market Information To Enhance Canadian Fiscal Policy. (2004). Zhu, Xiaodong ; Lloyd-Ellis, Huw.
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219. Weak and Semi-Strong Form Stock Return Predictability, Revisited. (2004). Ferson, Wayne ; Su, Tie ; Heuson, Andrea.
     In: NBER Working Papers.
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220. A human capital explanation for an asset allocation puzzle?. (2004). Michaelides, Alexander ; Gomes, Francisco.
     In: LSE Research Online Documents on Economics.
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221. Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?. (2004). Munk, Claus ; Vinther, Tina Nygaard ; Sorensen, Carsten.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:13:y:2004:i:2:p:141-166.

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222. Optimal consumption and investment strategies with stochastic interest rates. (2004). Munk, Claus ; Sorensen, Carsten.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:28:y:2004:i:8:p:1987-2013.

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223. Conditional funding costs of inflation-indexed and conventional government bonds. (2004). Reschreiter, Andreas.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:28:y:2004:i:6:p:1299-1318.

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224. Dynamic investment strategies with and without emerging equity markets. (2004). Hagelin, Niclas ; Pramborg, Bengt.
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     RePEc:eee:ememar:v:5:y:2004:i:2:p:193-215.

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225. Strategic asset allocation in a continuous-time VAR model. (2004). Viceira, Luis ; Campbell, John ; Rodriguez, Jorge ; Chacko, George.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:28:y:2004:i:11:p:2195-2214.

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226. Household Risk Management and Optimal Mortgage Choice. (2004). Campbell, John ; Cocco, Joao .
     In: Econometric Society 2004 North American Winter Meetings.
     RePEc:ecm:nawm04:646.

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227. Household Risk Management and Optimal Mortgage Choice. (2004). Campbell, John ; Cocco, Joao .
     In: Econometric Society 2004 North American Winter Meetings.
     RePEc:ecm:nawm04:632.

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228. A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk. (2004). Zeng, Yong ; Wu, Shu.
     In: Econometric Society 2004 North American Summer Meetings.
     RePEc:ecm:nasm04:304.

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229. Household Risk Management and Optimal Mortgage Choice. (2003). Campbell, John ; Cocco, Joao F..
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230. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors. (2003). Wachter, Jessica ; Sangvinatsos, Antonios.
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231. Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability. (2003). Gollier, Christian.
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232. Evaluating an Alternative Risk Preference in Affine Term Structure Models. (2003). Duarte, Jefferson., .
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233. A Multivariate Model of Strategic Asset Allocation. (2003). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis .
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     RePEc:hrv:faseco:3163263.

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234. Household Risk Management and Optimal Mortgage Choice. (2003). Campbell, John ; Cocco, Joao .
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235. Foreign Currency for Long-Term Investors. (2003). Viceira, Luis ; Campbell, John ; White, Joshua.
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236. A multivariate model of strategic asset allocation. (2003). Viceira, Luis ; Campbell, John ; Lewis, Chan Yeung.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:67:y:2003:i:1:p:41-80.

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237. Risk aversion and allocation to long-term bonds. (2003). Wachter, Jessica.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:112:y:2003:i:2:p:325-333.

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238. Spurious welfare reversals in international business cycle models. (2003). Kim, Sunghyun.
     In: Journal of International Economics.
     RePEc:eee:inecon:v:60:y:2003:i:2:p:471-500.

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239. Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good. (2003). Munk, Claus ; Fuglsbjerg, Brian ; Damgaard, Anders.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:28:y:2003:i:2:p:209-253.

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240. Strategic Asset Allocation in a Continuous Time VAR Model. (2003). Viceira, Luis ; Campbell, John ; Rodriguez, Jorge ; Chacko, George.
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     RePEc:cpr:ceprdp:4160.

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241. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing. (2003). Brennan, Michael ; Xia, Yihong ; Wang, Ashley W.
     In: University of California at Los Angeles, Anderson Graduate School of Management.
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242. An approximation algorithm for optimal consumption/investment problems. (2002). Das, Sanjiv Ranjan ; Sundaram, Rangarajan K.
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     RePEc:wly:isacfm:v:11:y:2002:i:2:p:55-69.

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243. Real Risk, Inflation Risk, and the Term Structure. (2002). Evans, Martin.
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244. Household Risk Management and Optimal Mortgage Choice. (2002). Campbell, John ; Cocco, Joao F..
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245. Optimal Investment With Default Risk. (2002). Hou, Yuanfeng ; Jin, Xiangrong.
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246. Foreign Currency for Long-Term Investors. (2002). Viceira, Luis ; Campbell, John ; White, Josh S..
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247. RISK AVERSION, UNCERTAINTY AVERSION, AND VARIATION AVERSION IN APPLIED COMMODITY PRICE ANALYSIS. (2002). Wen, Fang-I, ; Frechette, Darren L..
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248. The National Pensions Reserve Fund: Pitfalls and Opportunities. (2001). Lane, Philip.
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249. A Multivariate Model of Strategic Asset Allocation. (2001). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis .
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250. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. (2001). Piazzesi, Monika.
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251. The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program. (2001). Mitchell, Olivia S. ; Brown, Jeffrey R. ; Poterba, James M..
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252. Financial Engineering and Social Security Reform. (2001). Bodie, Zvi.
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253. Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?. (2001). Munk, Claus ; Vinther, Tina Nygaard ; Sorensen, Carsten.
     In: Working Papers.
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254. Economic Problems of Ireland in Europe - incorporating 2 other Papers The Cost and Distribution of Tax Expenditure on Occupational Pensions in Ireland by G Hughes and The National Pensions Reserve Fund: Pitfalls and Opportunities by Philip R Lane. (2001). Feldstein, Martin.
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255. Fiscal shocks and fiscal risk management. (2001). Zhu, Xiaodong ; Lloyd-Ellis, Huw.
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     RePEc:eee:moneco:v:48:y:2001:i:2:p:309-338.

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256. The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). Hollifield, Burton ; Yaron, Amir.
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257. A Multivariate Model of Strategic Asset Allocation. (2001). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis .
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258. Dynamic Asset Allocation with Event Risk. (2001). pan, jun ; LIU, JUN ; Longstaff, Francis.
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259. Why Stocks May Disappoint. (2000). LIU, JUN ; Bekaert, Geert ; Ang, Andrew.
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260. Fiscal Shocks and Fiscal Risk Management. (2000). Zhu, Xiaodong ; Lloyd-Ellis, Huw.
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261. The Role of Real Annuities and Indexed Bonds In An Individual Accounts Retirement Program.. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey.
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262. The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey.
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263. Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income. (1999). Viceira, Luis.
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264. Portfolio Advice for a Multifactor World. (1999). Cochrane, John.
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265. The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey.
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