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

SCHOLARLY PAPERS

19

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9,250

SSRN CITATIONS
Rank 743

SSRN RANKINGS

Top 743

in Total Papers Citations

1,041

CROSSREF CITATIONS

929

Scholarly Papers (19)

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
Harvard University - Department of Economics, London Business School, London Business School, INSEAD - Finance and Harvard Business School - Finance Unit
Downloads 1,103 (36,906)
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
Harvard University - Department of Economics, London Business School, London Business School, INSEAD - Finance and Harvard Business School - Finance Unit

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2.
Downloads 1,001 (43,124)
Citation 32

Investing Retirement Wealth: A Life-Cycle Model

Harvard Institute of Economic Research Paper No. 1896
Number of pages: 50 Posted: 15 Aug 2000
Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance
Downloads 891 (49,880)
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: 17 Sep 2022
Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance
Downloads 110 (460,462)

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3.

Portfolio Choice in the Presence of Housing

Number of pages: 47 Posted: 01 Feb 2001
Joao F. Cocco
London Business School
Downloads 803 (58,285)
Citation 88

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

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 621 (80,286)
Citation 9

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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 2022
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 181 (306,913)
Citation 57

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Downloads 710 (68,632)
Citation 233

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 599 (84,010)
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: 02 Sep 2022
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 111 (457,353)
Citation 38

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6.

Investments that Make our Homes Greener: The Role of Regulation

Number of pages: 77 Posted: 17 Jan 2022 Last Revised: 23 Feb 2024
London Business SchoolDuke University - Finance, London Business School, London Business School and Kelley School of Business, Indiana University
Downloads 624 (80,815)
Citation 2

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Real Estate, Household Finance, Energy Efficiency, Climate Change.

7.

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 616 (82,122)
Citation 23

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

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 Drexel University - Bennett S. LeBow College of Business
Downloads 588 (86,032)
Citation 18

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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 Drexel University - Bennett S. LeBow College of Business
Downloads 27 (914,960)
Citation 3
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Defined-benefits, pension plans, insiders, corporate governance, pension trustees

9.

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 506 (105,026)
Citation 93

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10.
Downloads 395 (140,471)
Citation 34

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, Nuno Clara and Joao F. Cocco
Harvard University - Department of Economics, London Business SchoolDuke University - Finance and London Business School
Downloads 383 (144,198)
Citation 10

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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: 13 Feb 2023
John Y. Campbell, Nuno Clara, Nuno Clara and Joao F. Cocco
Harvard University - Department of Economics, London Business SchoolDuke University - Finance and London Business School
Downloads 12 (1,074,236)
Citation 30

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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 251 (225,604)
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 143 (375,479)
Citation 4

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mortgages, life-cycle, permanent income hypothesis

12.

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 377 (147,955)
Citation 1

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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 249 (227,434)
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 125 (417,724)
Citation 27

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14.

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 312 (181,513)
Citation 2

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Conglomerates, Internal Capital Markets, Return Shocks, Conglomerate Discount

15.
Downloads 301 (188,498)
Citation 148

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 225 (251,090)
Citation 21

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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 2023
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 76 (587,827)
Citation 78

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16.

Housing Consumption and Investment: Evidence from Shared Equity Mortgages

Bank of England Working Paper No. 790
Number of pages: 87 Posted: 19 Apr 2019
University of California, Berkeley - Haas School of Business, London School of Economics & Political Science (LSE)Bank of England - Structural Economic Analysis Division, London Business School and Bank of England
Downloads 276 (206,182)
Citation 8

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

17.

Environmental health risks, property values and neighborhood composition

Number of pages: 65 Posted: 14 Apr 2024
University of Pennsylvania - The Wharton School, London Business School, London Business School and London Business School
Downloads 41 (782,336)

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Environmental health risks, Inequality, Real estate prices, Household finance

18.

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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19.

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 Drexel University - Bennett S. LeBow College of Business

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Portfolio Management, Investment Policy, Asset Allocation, Corporate Governance