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Gomes, Francisco's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,113 |
Total
Citations
433 |
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1.
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Stock Market Mean Reversion And The Optimal Equity Allocation Of A Long-Lived Investor
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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Posted:
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01 Aug 00
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Last Revised:
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18 Nov 08
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933
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20
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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0
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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933
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20
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Hedging Demand, Intertemporal Portfolio Choice, And Mean Reversion
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2.
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Gomes, Francisco
London Business School
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810
(12,898)
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45
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Loss Aversion, First-Order Risk Aversion, Portfolio Insurance, Portfolio Choice, Stock Market Participation, Trading Volume
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3.
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Investing Retirement Wealth: A Life-Cycle Model
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance
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Posted:
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20 Apr 99
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Last Revised:
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12 Oct 10
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756
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66
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance
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714
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66
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance
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42
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66
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4.
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Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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Posted:
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26 May 03
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Last Revised:
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18 Nov 08
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475
(27,261)
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101
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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31
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101
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Life-cycle models, portfolio choice, preference heterogeneity, liquidity constraints, stock market participation, uninsurable labor income risk
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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444
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101
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Life-Cycle Models, Portfolio Choice, Preference Heterogeneity, Liquidity Constraints, Stock Market Participation, Uninsurable Labor Income Risk
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5.
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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400
(34,047)
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8
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Life-Cycle Asset Allocation, Liquidity Constraints, Stock Market Participation Costs, Uninsurable Labor Income Risk
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6.
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Gomes, Francisco
London Business School
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371
(37,389)
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9
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7.
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Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Martins, Nuno C.
Bank of Portugal
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365
(38,125)
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32
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8.
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Polkovnichenko, Valery
Federal Reserve Board Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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250
(59,239)
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11
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Portfolio Choice, Tax-Deferred Accounts, Retirement Savings, Liquidity Constraints, Uninsurable Labor Income Risk
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9.
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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236
(62,975)
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26
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Life-Cycle Asset Allocation, Habit Formation, Liquidity Constraints, Stock Market Participation Costs, Uninsurable Labor Income Risk
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10.
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Longevity Risk, Retirement Savings and Financial Innovation
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Cocco, Joao F.
London Business School Gomes, Francisco
London Business School
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Posted:
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13 May 11
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Last Revised:
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18 Jul 11
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163
(90,839)
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7
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Cocco, Joao F.
London Business School Gomes, Francisco
London Business School
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29
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7
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Cocco, Joao F.
London Business School Gomes, Francisco
London Business School
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134
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7
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11.
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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108
(127,997)
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General Equilibrium, Liquidity Constraints, Heterogeneous Agents, Undiversifiable Labor Income, Defined Benefit Systems, Defined Contribution Systems
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12.
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration Polkovnichenko, Valery
Federal Reserve Board
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| Posted: |
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03 Jun 10
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Last Revised:
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06 Oct 10
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64
(177,742)
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2
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13.
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The Excess Burden of Government Indecision
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Gomes, Francisco
London Business School Kotlikoff, Laurence J.
Boston University - Department of Economics Viceira, Luis M.
Harvard Business School - Finance Unit
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Posted:
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26 Jan 07
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Last Revised:
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22 Aug 10
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63
(179,238)
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9
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Gomes, Francisco
London Business School Kotlikoff, Laurence J.
Boston University - Department of Economics Viceira, Luis M.
Harvard Business School - Finance Unit
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40
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9
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Gomes, Francisco
London Business School Kotlikoff, Laurence J.
Boston University - Department of Economics Viceira, Luis M.
Harvard Business School - Finance Unit
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23
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9
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14.
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Risk and Returns to Education
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Brown, Jeffrey R.
University of Illinois College of Law Fang, Chichun
University of Michigan at Ann Arbor - Survey Research Center Gomes, Francisco
London Business School
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Posted:
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18 Aug 12
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Last Revised:
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11 Nov 12
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40
(219,818)
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Brown, Jeffrey R.
University of Illinois College of Law Fang, Chichun
University of Michigan at Ann Arbor - Survey Research Center Gomes, Francisco
London Business School
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37
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Human Capital, Returns to Education
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Brown, Jeffrey R.
University of Illinois College of Law Fang, Chichun
University of Michigan at Ann Arbor - Survey Research Center Gomes, Francisco
London Business School
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3
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15.
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Gomes, Francisco
London Business School Kotlikoff, Laurence J.
Boston University - Department of Economics Viceira, Luis M.
Harvard Business School - Finance Unit
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28
(248,877)
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18
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16.
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Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration Gomes, Francisco
London Business School Polkovnichenko, Valery
Federal Reserve Board
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22
(268,261)
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8
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Portfolio choice, tax-deferred accounts, retirement savings, liquidity constraints, uninsurable labor income risk
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17.
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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22
(268,261)
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25
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Life-cycle asset allocation, habit formation, liquidity constraints, stock market participation costs, uninsurable labour income risk
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18.
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration Polkovnichenko, Valery
Federal Reserve Board
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4
(328,029)
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2
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Bailout, Fiscal Policy, Government Debt, Incomplete Financial Markets., Tax Distortions
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19.
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Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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Posted:
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19 May 08
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Last Revised:
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29 Jul 10
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3
(331,046)
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44
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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0
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Gomes, Francisco
London Business School Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
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3
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44
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Equity premium, incomplete risk sharing, life-cycle models, limited stock market participation, preference heterogeneity
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