Joao F. Cocco

London Business School

Sussex Place

Regent's Park

London, London NW1 4SA

United Kingdom

Centre for Economic Policy Research (CEPR)

London

United Kingdom

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SCHOLARLY PAPERS

18

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SSRN CITATIONS
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606

CROSSREF CITATIONS

977

Scholarly Papers (18)

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1.

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

Downloads 1,035 ( 25,994)
Citation 11

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

Harvard Institute of Economic Research Paper No. 1899
Number of pages: 28 Posted: 01 Aug 2000
John Y. Campbell, Joao F. Cocco, Francisco Gomes, Pascal J. Maenhout and Luis M. Viceira
Harvard University - Department of Economics, London Business School, London Business School, INSEAD - Finance and Harvard Business School - Finance Unit
Downloads 1,035 (25,602)
Citation 11

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Hedging Demand, Intertemporal Portfolio Choice, And Mean Reversion

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

Harvard Institute of Economic Research Paper No. 1899
Posted: 10 Apr 2002
John Y. Campbell, Joao F. Cocco, Francisco Gomes, Pascal J. Maenhout and Luis M. Viceira
Harvard University - Department of Economics, London Business School, London Business School, INSEAD - Finance and Harvard Business School - Finance Unit

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2.

Investing Retirement Wealth: A Life-Cycle Model

Downloads 883 ( 32,610)
Citation 35

Investing Retirement Wealth: A Life-Cycle Model

Harvard Institute of Economic Research Paper No. 1896
Number of pages: 50 Posted: 15 Aug 2000
John Y. Campbell, Joao F. Cocco, Francisco Gomes and Pascal J. Maenhout
Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance
Downloads 804 (36,535)
Citation 36

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Investing Retirement Wealth: a Life-Cycle Model

NBER Working Paper No. w7029
Number of pages: 49 Posted: 20 Apr 1999 Last Revised: 12 Oct 2010
John Y. Campbell, Joao F. Cocco, Francisco Gomes and Pascal J. Maenhout
Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance
Downloads 79 (372,546)

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3.

How Do House Prices Affect Consumption? Evidence from Micro Data

Downloads 702 ( 44,609)
Citation 253

How Do House Prices Affect Consumption? Evidence from Micro Data

Harvard Institute of Economic Research Discussion Paper No. 2045
Number of pages: 56 Posted: 02 Feb 2005
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 579 (56,688)
Citation 5

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How Do House Prices Affect Consumption? Evidence from Micro Data

NBER Working Paper No. w11534
Number of pages: 76 Posted: 19 Sep 2005 Last Revised: 09 Jul 2010
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 123 (277,368)
Citation 57

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4.

Portfolio Choice in the Presence of Housing

Number of pages: 47 Posted: 01 Feb 2001
Joao F. Cocco
London Business School
Downloads 668 (47,726)
Citation 88

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Portfolio choice, house price risk, transaction costs, stock market participation

5.

Household Risk Management and Optimal Mortgage Choice

Downloads 637 ( 50,714)
Citation 213

Household Risk Management and Optimal Mortgage Choice

Harvard Institute of Economic Research Paper No. 1946
Number of pages: 54 Posted: 20 Feb 2002
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 559 (59,229)
Citation 1

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Household Risk Management and Optimal Mortgage Choice

NBER Working Paper No. w9759
Number of pages: 62 Posted: 08 Jun 2003 Last Revised: 03 Mar 2021
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 78 (375,371)
Citation 38

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6.

Hedging House Price Risk with Incomplete Markets

AFA 2001 New Orleans Meetings
Number of pages: 43 Posted: 17 Oct 2000
Joao F. Cocco
London Business School
Downloads 556 (60,326)
Citation 23

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Hedging demands, asset choices, interest rate risk, house price risk, labor income risk, borrowing constraints

7.

The Corporate Governance of Defined Benefit Pension Plans: Evidence from the United Kingdom

Downloads 555 ( 60,469)
Citation 16

The Corporate Governance of Defined Benefit Pension Plans: Evidence from the United Kingdom

ECGI - Finance Working Paper No. 76/2005
Number of pages: 43 Posted: 23 Feb 2005
Joao F. Cocco and Paolo F. Volpin
London Business School and City University London - Faculty of Finance
Downloads 528 (63,585)
Citation 19

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Defined benefits, pension plans, insiders, corporate governance, pension trustees

The Corporate Governance of Defined-Benefit Pension Plans: Evidence from the United Kingdom

Number of pages: 40 Posted: 24 Jun 2005
Joao F. Cocco and Paolo F. Volpin
London Business School and City University London - Faculty of Finance
Downloads 27 (592,203)
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Defined-benefits, pension plans, insiders, corporate governance, pension trustees

8.

Lending Relationships in the Interbank Market

Number of pages: 38 Posted: 04 Feb 2005
Joao F. Cocco, Francisco Gomes and Nuno C. Martins
London Business School, London Business School and Bank of Portugal
Downloads 425 (83,728)
Citation 93

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9.

Evidence on the Benefits of Alternative Mortgage Products

Downloads 316 (117,093)
Citation 17

Evidence on the Benefits of Alternative Mortgage Products

Journal of Finance, Forthcoming
Number of pages: 65 Posted: 22 Mar 2011 Last Revised: 05 Jul 2012
Joao F. Cocco
London Business School
Downloads 203 (181,859)
Citation 16

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Understanding the Trade-Offs of Alternative Mortgage Products

Number of pages: 29 Posted: 17 Mar 2010
Joao F. Cocco
London Business School
Downloads 113 (294,857)
Citation 4

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mortgages, life-cycle, permanent income hypothesis

10.

Longevity Risk, Retirement Savings and Financial Innovation

Downloads 292 (127,317)
Citation 30

Longevity Risk, Retirement Savings and Financial Innovation

Number of pages: 62 Posted: 13 May 2011
Joao F. Cocco and Francisco Gomes
London Business School and London Business School
Downloads 197 (187,140)
Citation 3

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Longevity Risk, Retirement Savings, and Financial Innovation

Netspar Discussion Paper No. 03/2011-061
Number of pages: 76 Posted: 18 Jul 2011
Joao F. Cocco and Francisco Gomes
London Business School and London Business School
Downloads 95 (331,987)
Citation 27

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11.

Return Sensitivity to Industry Shocks: Evidence on the (In-)Efficient Use of Internal Capital Markets

EFA 2002 Berlin Meetings Presented Paper; London Business School Working Paper
Number of pages: 38 Posted: 14 Apr 2002
Joao F. Cocco and Jan Mahrt-Smith
London Business School and University of Toronto - Rotman School of Management
Downloads 290 (128,270)
Citation 2

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Conglomerates, Internal Capital Markets, Return Shocks, Conglomerate Discount

12.

Structuring Mortgages for Macroeconomic Stability

Downloads 234 (159,136)
Citation 13

Structuring Mortgages for Macroeconomic Stability

Journal of Finance, Forthcoming
Number of pages: 90 Posted: 06 Mar 2018 Last Revised: 22 Jan 2021
John Y. Campbell, Nuno Clara and Joao F. Cocco
Harvard University - Department of Economics, Duke University - Finance and London Business School
Downloads 232 (159,985)
Citation 11

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Household Finance, Mortgages

Structuring Mortgages for Macroeconomic Stability

NBER Working Paper No. w27676
Number of pages: 62 Posted: 17 Aug 2020 Last Revised: 14 Feb 2021
John Y. Campbell, Nuno Clara and Joao F. Cocco
Harvard University - Department of Economics, Duke University - Finance and London Business School
Downloads 2 (793,064)
Citation 5
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13.

A Model of Mortgage Default

Downloads 213 (174,029)
Citation 105

A Model of Mortgage Default

Journal of Finance, Forthcoming
Number of pages: 105 Posted: 17 Jun 2014
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 163 (221,084)
Citation 38

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Household finance, loan to value ratio, loan to income ratio, mortgage affordability

A Model of Mortgage Default

NBER Working Paper No. w17516
Number of pages: 64 Posted: 15 Oct 2011 Last Revised: 13 May 2021
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 50 (472,379)
Citation 1

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14.

Evidence on Expectations of Household Finances

Number of pages: 65 Posted: 30 Apr 2019 Last Revised: 20 Feb 2020
Joao F. Cocco, Francisco Gomes and Paula Lopes
London Business School, London Business School and Financial Markets Group, LSE
Downloads 193 (190,642)
Citation 3

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15.

Housing Consumption and Investment: Evidence from Shared Equity Mortgages

Bank of England Working Paper No. 790
Number of pages: 87 Posted: 19 Apr 2019
Matteo Benetton, Philippe Bracke, Joao F. Cocco and Nicola Garbarino
University of California, Berkeley - Haas School of Business, Bank of England - Structural Economic Analysis Division, London Business School and Bank of England
Downloads 127 (269,588)
Citation 3

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Housing, consumption, investment, affordability, macro-prudential policy, expectations

16.

Defined Benefit or Defined Contribution? A Study of Pension Choices

Journal of Risk and Insurance, Vol. 78, Issue 4, pp. 931-960, 2011
Number of pages: 30 Posted: 24 Nov 2011
Joao F. Cocco and Paula Lopes
London Business School and Financial Markets Group, LSE
Downloads 3 (749,408)
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17.

Corporate Pension Plans

Annual Review of Financial Economics, Vol. 6, pp. 163-184, 2014
Posted: 25 Nov 2014
Joao F. Cocco
London Business School

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18.

Corporate Governance of Pension Plans: The U.K. Evidence

Financial Analysts Journal, Vol. 63, No. 1, pp. 70-83, January/February 2007
Posted: 02 Feb 2007
Joao F. Cocco and Paolo F. Volpin
London Business School and City University London - Faculty of Finance

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Portfolio Management, Investment Policy, Asset Allocation, Corporate Governance