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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7,637

SSRN CITATIONS
Rank 647

SSRN RANKINGS

Top 647

in Total Papers Citations

627

CROSSREF CITATIONS

971

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 1,048 (29,363)
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 913 ( 36,198)
Citation 36

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 826 (41,043)
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: 18 Mar 2022
Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance
Downloads 87 (395,566)

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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 713 (50,599)
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 583 (64,794)
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: 07 Jan 2022
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 129 (302,226)
Citation 57

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5.
Downloads 641 ( 58,134)
Citation 215

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 562 (67,901)
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 2022
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 79 (419,151)
Citation 38

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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 542 (71,082)
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 Drexel University - Bennett S. LeBow College of Business
Downloads 27 (661,712)
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Defined-benefits, pension plans, insiders, corporate governance, pension trustees

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 564 (68,391)
Citation 23

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

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 429 (95,148)
Citation 93

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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 214 (196,666)
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 117 (324,764)
Citation 4

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mortgages, life-cycle, permanent income hypothesis

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 207 (202,924)
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 100 (362,065)
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 291 (145,799)
Citation 2

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Conglomerates, Internal Capital Markets, Return Shocks, Conglomerate Discount

12.
Downloads 287 (147,980)
Citation 14

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 285 (148,311)
Citation 12

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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: 19 Nov 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 2 (899,752)
Citation 7
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13.

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 250 (169,861)
Citation 2

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14.
Downloads 225 (187,731)
Citation 106

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 173 (238,064)
Citation 31

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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 2022
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 52 (520,164)
Citation 17

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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
University of California, Berkeley - Haas School of BusinessLondon School of Economics & Political Science (LSE) - London School of Economics, London School of Economics & Political Science (LSE)Bank of England - Structural Economic Analysis Division, London Business School and Bank of England
Downloads 220 (191,868)
Citation 5

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

16.

Investments that Make our Homes Greener: The Role of Regulation

Number of pages: 78 Posted: 17 Jan 2022 Last Revised: 01 Jul 2022
London Business SchoolDuke University - Finance, London Business School, London Business School and London Business School
Downloads 132 (295,697)

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

17.

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 5 (828,911)

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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