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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CITATIONS
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254

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 1,005 (20,791)
Citation 32

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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 847 ( 27,092)
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 785 (29,633)
Citation 86

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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
Harvard University - Department of Economics, London Business School, London Business School and INSEAD - Finance
Downloads 62 (350,969)

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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 558 (46,961)
Citation 3

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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 105 (254,777)
Citation 224

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4.
Downloads 623 ( 41,143)
Citation 90

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 551 (47,725)
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 Nov 2010
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 72 (323,633)
Citation 237

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5.

Portfolio Choice in the Presence of Housing

Number of pages: 47 Posted: 01 Feb 2001
Joao F. Cocco
London Business School
Downloads 613 (42,023)
Citation 254

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

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 508 (52,946)
Citation 22

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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

CEPR Discussion Paper No. 4932
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 (489,479)
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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 522 (51,741)
Citation 21

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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

AFA 2004 San Diego Meetings
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 415 (68,670)
Citation 130

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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 190 (157,076)
Citation 27

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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 103 (258,201)
Citation 3

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mortgages, life-cycle, permanent income hypothesis

10.

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 284 (105,590)
Citation 4

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Conglomerates, Internal Capital Markets, Return Shocks, Conglomerate Discount

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 188 (158,591)
Citation 5

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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 79 (306,387)
Citation 41

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12.
Downloads 193 (154,983)
Citation 33

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 152 (191,299)
Citation 88

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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
John Y. Campbell and Joao F. Cocco
Harvard University - Department of Economics and London Business School
Downloads 41 (423,520)

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13.

Structuring Mortgages for Macroeconomic Stability

Number of pages: 65 Posted: 06 Mar 2018
John Y. Campbell, Nuno Clara and Joao F. Cocco
Harvard University - Department of Economics, London Business School and London Business School
Downloads 86 (288,325)
Citation 10

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Household Finance, Mortgages

14.

Evidence on Expectations of Household Finances

Number of pages: 54 Posted: 30 Apr 2019 Last Revised: 09 Jul 2019
Joao F. Cocco, Francisco Gomes and Paula Lopes
London Business School, London Business School and Financial Markets Group, LSE
Downloads 51 (383,263)

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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 Business, Bank of England - Structural Economic Analysis Division, London Business School and Bank of England
Downloads 12 (561,779)

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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 (620,475)
Citation 12
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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.

Bubble Logic

Business Strategy Review, Vol. 25, Issue 4, pp. 22-25, 2014
Number of pages: 4 Posted: 25 Nov 2014
Joao F. Cocco
London Business School
Downloads 0 (661,222)
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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 City University London - Faculty of Finance

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Portfolio Management, Investment Policy, Asset Allocation, Corporate Governance