Zvi Bodie

Boston University

Professor Emeritus

12 Salisbury Road

Brookline, MA

United States

http://www.zvibodie.com

SCHOLARLY PAPERS

66

DOWNLOADS
Rank 836

SSRN RANKINGS

Top 836

in Total Papers Downloads

54,522

TOTAL CITATIONS
Rank 2,166

SSRN RANKINGS

Top 2,166

in Total Papers Citations

258

Ideas:
“  life-cycle finance; pension systems; the global financial system  ”

Scholarly Papers (66)

1.
Downloads 7,392 ( 1,928)
Citation 13

On the Risk of Stocks in the Long Run

Harvard Business School Working Paper No 95-013
Number of pages: 11 Posted: 08 Jun 2001
Zvi Bodie
Boston University
Downloads 7,392 (1,912)
Citation 13

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On the Risk of Stocks in the Long Run

Financial Analysts Journal, May/June 1995
Posted: 23 Aug 2001
Zvi Bodie
Boston University

Abstract:

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Stocks in the long run, hedge, hedging, inflation hedge

2.

Life-Cycle Finance in Theory and in Practice

Boston University School of Management Working Paper No. 2002-02
Number of pages: 15 Posted: 13 Jun 2002
Zvi Bodie
Boston University
Downloads 6,777 (2,230)
Citation 10

Abstract:

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life-cycle finance, personal investing, personal financial planning, Markowitz paradigm, Mertonian paradigm

3.

Retirement Investing: A New Approach

Boston University School of Management Working Paper No. 2001-03
Number of pages: 12 Posted: 19 Feb 2001
Zvi Bodie
Boston University
Downloads 4,569 (4,426)
Citation 8

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Inflation-protected bonds, flexible retirement, option ladders

4.

The Theory of Life-Cycle Saving and Investing

FRB of Boston Public Policy Discussion Paper No. 07-3
Number of pages: 27 Posted: 27 Jul 2007
Boston University, Treussard Capital Management LLC and Federal Reserve Bank of Boston - Research Department
Downloads 3,369 (7,297)
Citation 19

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Investment Management and Technology: Past, Present, and Future

Number of pages: 31 Posted: 08 Dec 1999
Zvi Bodie
Boston University
Downloads 2,715 (10,086)
Citation 2

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Investment Management and Technology: Past, Present, and Future

Brookings-Wharton Papers on Financial Services, 1999
Posted: 18 Nov 1999
Zvi Bodie
Boston University

Abstract:

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6.

Making Investment Choices as Simple as Possible: An Analysis of Target Date Retirement Funds

Number of pages: 15 Posted: 04 May 2006
Zvi Bodie and Jonathan Treussard
Boston University and Treussard Capital Management LLC
Downloads 2,556 (11,318)
Citation 10

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Life-Cycle Planning under Uncertainty, Risky Labor Income, Target-Date Retirement Funds, Pension Design

7.

A Note on Economic Principles and Financial Literacy

Networks Financial Institute Policy Brief No. 2006-PB-07
Number of pages: 6 Posted: 10 Aug 2006
Zvi Bodie
Boston University
Downloads 2,256 (13,796)
Citation 16

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financial literacy, financial education, financial literacy standards

Do a Firm's Equity Returns Reflect the Risk of its Pension Plan?

HBS Finance Working Paper No. 05-011
Number of pages: 43 Posted: 19 Jul 2004
Zvi Bodie, Robert C. Merton and Li Jin
Boston University, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School - Finance Unit
Downloads 2,079 (15,398)
Citation 3

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Defined Benefit Pension Plan, Market Efficiency, Cost of Capital, Capital Budgeting

Do a Firm's Equity Returns Reflect the Risk of its Pension Plan?

NBER Working Paper No. w10650
Number of pages: 38 Posted: 26 Aug 2004 Last Revised: 08 Aug 2022
Boston University, Harvard Business School - Finance Unit, Massachusetts Institute of Technology (MIT) - Sloan School of Management and affiliation not provided to SSRN
Downloads 173 (350,095)
Citation 8

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The Design of Financial Systems: Towards a Synthesis of Function and Structure

Harvard Business School Working Paper No. 02-074, HBS Finance Working Paper No. 02-074
Number of pages: 44 Posted: 09 Jun 2002
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,931 (17,376)
Citation 4

Abstract:

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financial system; financial structure

The Design of Financial Systems: Towards a Synthesis of Function and Structure

NBER Working Paper No. w10620
Number of pages: 46 Posted: 28 Jul 2004 Last Revised: 10 Jul 2022
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 258 (239,277)
Citation 3

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10.

The Design and Production of New Retirement Savings Products

Harvard Business School Working Paper No. 98-070
Number of pages: 18 Posted: 01 Apr 1998
Zvi Bodie and Dwight B. Crane
Boston University and Harvard Business School - Finance Unit
Downloads 1,785 (20,011)
Citation 5

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11.

Personal Investing: Advice, Theory, and Evidence from a Survey of Tiaa-Cref Participants

Number of pages: 30 Posted: 19 Jun 1997
Zvi Bodie and Dwight B. Crane
Boston University and Harvard Business School - Finance Unit
Downloads 1,620 (23,183)
Citation 18

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12.
Downloads 1,289 (32,623)
Citation 4

Life Cycle Finance and the Design of Pension Plans

Annual Review of Financial Economics, Forthcoming, Boston U. School of Management Research Paper Series No. 2009-5
Number of pages: 54 Posted: 30 Apr 2009 Last Revised: 06 Apr 2010
Boston University, Boston University - Questrom School of Business and Boston University - Questrom School of Business
Downloads 1,289 (32,050)
Citation 4

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Life cycle finance, portfolio choice, pension, consumption, leisure

Life-Cycle Finance and the Design of Pension Plans

Posted: 04 Jun 2010
Zvi Bodie and Jerome Detemple
Boston University and Boston University - Questrom School of Business

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Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth

Boston U. School of Management Research Paper No. 2011-8
Number of pages: 33 Posted: 04 Mar 2011 Last Revised: 21 Nov 2013
Zvi Bodie and Marie Briere
Boston University and Amundi Asset Management
Downloads 1,193 (35,856)
Citation 4

Abstract:

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Balance Sheet, Contingent Claim Analysis, Asset-Liability Management, Sovereign Wealth Funds, Central Bank Reserves

Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth

Journal Of Investment Management (JOIM), First Quarter 2014
Posted: 06 Mar 2015
Zvi Bodie and Marie Briere
Boston University and Amundi Asset Management

Abstract:

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Asset-liability management, balance sheet, contingent claim analysis, sovereign wealth funds, central bank reserves

14.
Downloads 1,175 (37,221)
Citation 11

International Pension Swaps

Boston University School of Management Working Paper No. 02-01
Number of pages: 11 Posted: 01 Nov 2001
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,175 (36,623)
Citation 11

Abstract:

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Pensions, diversification, risk-sharing, swaps

International Pension Swaps

Journal of Pension Economics and Finance, Vol. 1, January 2002
Posted: 18 Feb 2002
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Swap, pension fund, international diversification

Contingent Claims Analysis and Life-Cycle Finance

MIT Sloan Research Paper No. 4676-08
Number of pages: 12 Posted: 27 Dec 2007 Last Revised: 16 Nov 2008
Boston University, Board of Governors of the Federal Reserve System and Treussard Capital Management LLC
Downloads 748 (68,614)

Abstract:

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contingent claims analysis, life-cycle finance, retirement saving plans

Contingent Claims Analysis and Life Cycle Finance

American Economic Review, Forthcoming
Number of pages: 12 Posted: 21 Jan 2008 Last Revised: 27 Mar 2012
Boston University, Treussard Capital Management LLC and Board of Governors of the Federal Reserve System
Downloads 412 (144,383)

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Contingent claims, job-switching, life-cycle, Arrow-Debreu securities

A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy

HBS Finance Working Paper No. 936661
Number of pages: 45 Posted: 11 Oct 2006
Boston University, International Monetary Fund (IMF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 768 (66,234)

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macrofinancial risks, risk propagation, sovereign risk

A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy

NBER Working Paper No. w12637
Number of pages: 45 Posted: 20 Nov 2006 Last Revised: 14 Jul 2022
Boston University, International Monetary Fund (IMF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 138 (423,914)
Citation 4

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17.
Downloads 749 (69,564)
Citation 30

Robert C. Merton and the Science of Finance

Annual Review of Financial Economics, Vol. 12, pp. 19-38, 2020
Posted: 10 Dec 2020
Zvi Bodie
Boston University

Abstract:

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Robert C. Merton and the Science of Finance

Number of pages: 29 Posted: 12 Jan 2019
Zvi Bodie
Boston University
Downloads 422 (140,404)
Citation 16

Abstract:

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Robert C. Merton and the Science of Finance

Number of pages: 29 Posted: 07 Nov 2019
Zvi Bodie
Boston University
Downloads 327 (186,680)
Citation 14

Abstract:

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Contingent claims analysis, dynamic replication, Ito's lemma

Robert C. Merton and the Science of Finance

Annual Review of Financial Economics, Vol. 11, pp. 1-20, 2019
Posted: 12 Jan 2020
Zvi Bodie
Boston University

Abstract:

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18.

On the Time Dimension of Investing

Boston University School of Management Working Paper No. 2005-28
Number of pages: 9 Posted: 16 Aug 2005
Zvi Bodie
Boston University
Downloads 699 (76,104)
Citation 1

Abstract:

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matching, efficient diversification, term structure, implied volatility

What the Pension Benefit Guaranty Corporation Can Learn from the Federal Savings and Loan Insurance Corporation

Journal of Financial Services Research, Vol. 10, No. 1, January 1996
Number of pages: 25 Posted: 05 Jun 2001
Zvi Bodie
Boston University
Downloads 659 (80,885)
Citation 2

Abstract:

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PBGC, pension guarantees

What the Pension Benefit Guaranty Corporation Can Learn from the Federal Savings and Loan Insurance Corporation

Harvard Business School Working Paper 94-070
Posted: 19 Sep 1999
Zvi Bodie
Boston University

Abstract:

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20.

On the Management of Financial Guarantees

Financial Management, Financial Management Association, Vol. 21, No. 4, Winter 1992
Number of pages: 44 Posted: 14 Sep 2009
Robert C. Merton and Zvi Bodie
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University
Downloads 647 (83,845)
Citation 1

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21.

Tips Scorecard: Are Tips Accomplishing What They Were Supposed to Accomplish? Can They Be Improved?

FRB of Boston Public Policy Discussion Paper No. 09-8
Number of pages: 55 Posted: 08 Dec 2009 Last Revised: 09 Mar 2010
Federal Reserve Bank of Boston, Boston University, Federal Reserve Bank of Boston - Research Department and Federal Reserve Bank of Boston
Downloads 615 (89,528)
Citation 1

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22.

Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice

Boston U. School of Management Research Paper No. 2013-11
Number of pages: 25 Posted: 25 Oct 2013 Last Revised: 05 Dec 2013
Zvi Bodie and Marie Briere
Boston University and Amundi Asset Management
Downloads 582 (96,070)
Citation 9

Abstract:

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Asset-Liability Management, Balance Sheet, Contingent Claim Analysis, Sovereign Wealth Funds, Central Bank Reserves

23.

A TIPS Scorecard: Are TIPS Accomplishing What They Were Supposed to Accomplish? Can They Be Improved?

Boston University School of Management Research Paper No. 2009-10
Number of pages: 57 Posted: 05 Sep 2009 Last Revised: 23 Feb 2018
Federal Reserve Bank of Boston, Boston University, Federal Reserve Bank of Boston - Research Department and Federal Reserve Bank of Boston
Downloads 530 (108,036)
Citation 2

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TIPS, assets, inflation, risk, CPI

24.

Wishful Thinking About the Risk of Stocks in the Long Run: Consequences for Defined Contribution and Defined Benefit Retirement Plans

Retirement Management Journal, Vol. 10, No. 1, 2021, pp. 79-86, 2021
Number of pages: 9 Posted: 25 Jan 2022
Zvi Bodie
Boston University
Downloads 502 (115,368)

Abstract:

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equity risk premium, diversification, time diversification, stock risk

25.
Downloads 502 (115,368)
Citation 2

Hedging Against Inflation Risk with Real Annuities

Number of pages: 7 Posted: 12 Jun 2019 Last Revised: 21 Jun 2019
Zvi Bodie and Dirk Cotton
Boston University and Independent
Downloads 310 (197,640)
Citation 2

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SPIA, real annuity, nominal annuity, graduated payment annuity

Hedging Against Inflation Risk with Real Annuities

Retirement Management Journal, Vol. 8, No. 1, 2019, pp. 61-65
Number of pages: 7 Posted: 31 Jan 2020
Dirk Cotton and Zvi Bodie
Independent and Boston University
Downloads 192 (318,401)

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SPIA, real annuity, nominal annuity, graduated payment annuity

26.

Rational Pensions for Irrational People: Behavioral Science Lessons for the Netherlands

Netspar Discussion Paper No. 09/2011-076
Number of pages: 29 Posted: 26 Sep 2011
Zvi Bodie and Henriette M. Prast
Boston University and Tiburg University
Downloads 423 (141,470)
Citation 2

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27.
Downloads 392 (154,245)
Citation 3

Lean Advice for New Investors

Number of pages: 29 Posted: 10 Jan 2022
Wilcox Investment, Inc., Boston University and Northfield Information Services
Downloads 313 (195,632)
Citation 3

Abstract:

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asset allocation, retail investor, robo-advisor

Lean Advice for New Investors

Journal of Investment Consulting, Vol. Vol 22, No. 1, pp. 19-30, 2023
Number of pages: 14 Posted: 19 Dec 2023
Wilcox Investment, Inc., Boston University and Northfield Information Services
Downloads 79 (631,594)

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asset allocation, retail investor, robo-advisor

28.

Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model

NBER Working Paper No. w3954
Number of pages: 41 Posted: 08 Jun 2004 Last Revised: 26 Oct 2022
Boston University, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University - Department of Finance & Economics
Downloads 385 (157,377)
Citation 26

Abstract:

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29.

Defined Benefit Versus Defined Contribution Pension Plans: What are the Real Tradeoffs?

NBER Working Paper No. w1719
Number of pages: 37 Posted: 27 Apr 2000 Last Revised: 14 Sep 2022
Boston University, Boston College - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 376 (161,571)
Citation 6

Abstract:

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30.

New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability

NBER Working Paper No. w13607
Number of pages: 32 Posted: 27 Nov 2007 Last Revised: 07 Sep 2022
International Monetary Fund (IMF), Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 366 (166,553)
Citation 6

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31.

Robert C. Merton: The Palgrave Companion to MIT Economics

MIT Sloan Research Paper No. 6931-23
Number of pages: 34 Posted: 17 Mar 2023 Last Revised: 16 Jun 2023
Zvi Bodie and Andrew W. Lo
Boston University and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 326 (188,821)

Abstract:

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Robert C. Merton, option-pricing, derivatives, credit risk, continuous-time finance, Itô calculus, functional finance, macro-financial systemic risk, financial engineering

32.

Pension Fund Investment Policy

NBER Working Paper No. w2752
Number of pages: 29 Posted: 22 Jun 2004 Last Revised: 09 Jan 2022
Zvi Bodie
Boston University
Downloads 296 (209,260)

Abstract:

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Worry-Free Inflation-Indexing for Sovereigns - How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees

Boston U. School of Management Research Paper No. 2011-11
Number of pages: 28 Posted: 01 Jun 2011 Last Revised: 27 Mar 2012
Zvi Bodie, Joseph Cherian and Wee Kang Chua
Boston University, Asia School of Business and NUS Business School - Centre for Asset Management Research & Investments
Downloads 205 (299,395)

Abstract:

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inflation indexing, inflation-protected bonds, inflation-indexed annuities, pension plans, inflation swaps, inflation index replication

Worry-Free Inflation Indexing for Sovereigns: How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees

Number of pages: 27 Posted: 04 Mar 2018
Zvi Bodie, Joseph Cherian and Wee Kang Chua
Boston University, Asia School of Business and NUS Business School - Centre for Asset Management Research & Investments
Downloads 83 (613,240)
Citation 1

Abstract:

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Inflation indexing, retirement saving

34.

Life-Cycle Investing: Financial Education and Consumer Protection

Published by Research Foundation of CFA Institute 2012
Number of pages: 9 Posted: 03 Jun 2013 Last Revised: 07 Mar 2015
Boston University, CFA Institute Research Foundation and CFA Institute
Downloads 249 (249,502)

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financial education, consumer protection

35.

Inflation and Retirement Annuities

Number of pages: 8 Posted: 12 Jun 2019
Zvi Bodie
Boston University
Downloads 240 (258,739)

Abstract:

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real annuity, SPIA, nominal annuity

36.

Inflation, Index-Linked Bonds, and Asset Allocation

NBER Working Paper No. w2793
Number of pages: 23 Posted: 28 May 2004 Last Revised: 21 Aug 2022
Zvi Bodie
Boston University
Downloads 235 (264,015)
Citation 1

Abstract:

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37.

Research Foundation Year in Review -- 2012

CFA Institute Research Foundation R2013
Number of pages: 76 Posted: 11 Jun 2015 Last Revised: 20 Mar 2016
AQR Capital Management, University of Warwick - Finance Group, University College London - Centre for the Study of Decision-Making Uncertainty, Boston University, CFA Institute Research Foundation, CFA Institute, Fischer Francis Trees & Watts, Inc., New York University (NYU) - Department of Finance, Minnesota State University, Mankato, CFA Institute, Webster University, Environmental Financial Products, LLC, University of Cambridge - Judge Business School, Target Corporation, CFA Institute Research Foundation and University of Cambridge - Judge Business School
Downloads 194 (316,239)

Abstract:

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Expected Returns, emotional finance, currency investing, life-cycle investing, inflation, liquidity, financial frictions, ethics, derivatives, equity risk premium

38.

Pension Benefit Guarantees in the United States: A Functional Analysis

Ray Schmitt, The Future of Pensions in the United States, University of Pennsylvania Press, Philadelphia, 1993.
Number of pages: 21 Posted: 08 Feb 2019
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 185 (330,222)

Abstract:

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defined benefit, defined contribution, functional perspective, guarantees

39.

Inflation and the Role of Bonds in Investor Portfolios

NBER Working Paper No. w1091
Number of pages: 43 Posted: 28 May 2004 Last Revised: 26 Dec 2022
Zvi Bodie, Alex Kane and Robert L. McDonald
Boston University, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Northwestern University - Kellogg School of Management
Downloads 156 (382,991)

Abstract:

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40.

Pension Funds and Financial Innovation

NBER Working Paper No. w3101
Number of pages: 54 Posted: 22 Jun 2004 Last Revised: 24 Dec 2022
Zvi Bodie
Boston University
Downloads 149 (397,959)
Citation 1

Abstract:

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41.

Pension Guarantees, Capital Adequacy and International Risk Sharing

FRONTIERS IN PENSION FINANCE, Chapter 9, Dirk Broeders, Sylvester Eijffinger, Aerdt Houben, eds., Cheltenham UK: Edward Elgar, 2008
Number of pages: 15 Posted: 10 Feb 2011
Zvi Bodie
Boston University
Downloads 146 (404,603)

Abstract:

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42.

Investment Strategy in an Inflationary Environment

NBER Working Paper No. w0701
Number of pages: 35 Posted: 08 Jun 2004 Last Revised: 04 Dec 2022
Zvi Bodie
Boston University
Downloads 140 (418,172)

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43.
Downloads 137 (425,508)
Citation 3

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defined-benefit, pensions, financial guarantees, financial instability, option pricing theory

44.

Inflation Insurance

NBER Working Paper No. w3009
Number of pages: 39 Posted: 28 May 2004 Last Revised: 23 Sep 2022
Zvi Bodie
Boston University
Downloads 134 (432,875)

Abstract:

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45.

Funding and Asset Allocation in Corporate Pension Plans: an Empirical Investigation

NBER Working Paper No. w1315
Number of pages: 56 Posted: 06 Mar 2007 Last Revised: 07 Aug 2022
Boston University, University of Alberta - Department of Finance and Statistical Analysis, Northwestern University and Harvard Business School - Finance Unit
Downloads 122 (465,685)
Citation 6

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46.

Labor Supply Flexibility and Portfolio Choice

NBER Working Paper No. w3043
Number of pages: 31 Posted: 09 Jun 2004 Last Revised: 27 Oct 2022
Zvi Bodie and William F. Samuelson
Boston University and Boston University - Department of Finance & Economics
Downloads 117 (480,766)

Abstract:

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47.

Pensions as Retirement Income Insurance

NBER Working Paper No. w2917
Number of pages: 46 Posted: 25 Jun 2004 Last Revised: 23 Dec 2022
Zvi Bodie
Boston University
Downloads 116 (483,871)
Citation 12

Abstract:

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48.

Why are Real Interest Rates so High?

NBER Working Paper No. w1141
Number of pages: 42 Posted: 05 Jul 2004 Last Revised: 15 Aug 2022
Zvi Bodie, Alex Kane and Robert L. McDonald
Boston University, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Northwestern University - Kellogg School of Management
Downloads 109 (506,694)

Abstract:

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49.

Inflation Risk and Capital Market Equilibrium

NBER Working Paper No. w0373
Number of pages: 38 Posted: 28 May 2004 Last Revised: 09 Jan 2022
Zvi Bodie
Boston University
Downloads 108 (510,074)

Abstract:

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50.

Purchasing-Power Annuities: Financial Innovation for Stable Real Retirement Income in an Inflationary Environment

NBER Working Paper No. w0442
Number of pages: 30 Posted: 28 Jun 2004 Last Revised: 18 Sep 2022
Zvi Bodie
Boston University
Downloads 98 (546,111)

Abstract:

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51.

Pension Plan Integration as Insurance Against Social Security Risk

NBER Working Paper No. w1370
Number of pages: 42 Posted: 23 Jun 2004 Last Revised: 01 Oct 2022
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Boston University and Boston College - Department of Finance
Downloads 97 (549,778)

Abstract:

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52.

Integrated Management of Wealth and Risk: First Principles

World Scientific Series in Finance — Vol. 5 MANAGING AND MEASURING RISK Emerging Global Standards and Regulations After the Financial Crisis Copyright © 2012 by World Scientific Publishing Co. Pte. Ltd.
Number of pages: 21 Posted: 04 Mar 2018
Zvi Bodie
Boston University
Downloads 87 (588,338)

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illusory arbitrage opportunity, fair value accounting, safety first, mark to market

53.

Retirement Annuity Design in an Inflationary Climate

NBER Working Paper No. w0896
Number of pages: 47 Posted: 28 Jun 2004 Last Revised: 15 Dec 2022
Zvi Bodie and James E. Pesando
Boston University and University of Toronto
Downloads 87 (588,338)
Citation 1

Abstract:

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54.

Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options

NBER Working Paper No. w0218
Number of pages: 45 Posted: 20 May 2004 Last Revised: 06 Feb 2022
Zvi Bodie and Benjamin M. Friedman
Boston University and Harvard University - Department of Economics
Downloads 76 (635,806)

Abstract:

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55.

Unsafe at Any Speed? The Designed-In Risks of Target-Date Glide Paths

Journal of Financial Planning, Vol. 23, No. 3, March 2010, p42-48
Posted: 04 Mar 2018
Boston University, Nuova Longevità Research and Treussard Capital Management LLC

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Defined Contribution, Target-Date Funds, Glide Path, Retirement, Risk Measurement

56.

Corporate Pension Policy: An Empirical Investigation

Financial Analysts Journal, Vol. 41, No. 5, 1985, University of Alberta School of Business Research Paper No. 2013-905
Posted: 11 Jun 2013
Boston University, Harvard Business School - Finance Unit, University of Alberta - Department of Finance and Statistical Analysis and Northwestern University

Abstract:

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57.

Funding & Asset Allocation in Corporate Pension Plans: An Empirical Investigation

National Bureau of Economic Research Conference Vol. University of Chicago Press, 1986, University of Alberta School of Business Research Paper No. 2013-638
Posted: 08 Jun 2013
Boston University, Harvard Business School - Finance Unit, University of Alberta - Department of Finance and Statistical Analysis and Boston College - Carroll School of Management

Abstract:

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58.

Lifecycle Consumption-Investment Policies and Pension Plans: A Dynamic Analysis

Journal of Investment Management (JOIM), First Quarter, 2012
Posted: 24 May 2012
Boston University, Boston University - Questrom School of Business and Boston University - Questrom School of Business

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Lifecycle finance, consumption, labor, portfolio, hedging, wealth, pension plan, target-date-funds, dynamic analysis

59.

A Tips Scorecard: Are They Accomplishing Their Objectives?

Financial Analysts Journal, Vol. 66, No. 5, 2010
Posted: 16 Oct 2010
Federal Reserve Bank of Boston, Boston University, Federal Reserve Bank of Boston - Research Department and Federal Reserve Bank of Boston

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Fixed Income, Fixed-Income Markets, Characteristics, Institutions, and Benchmarks, U.S. Treasury Securities

60.

Rational Pension Products for Irrational People

Posted: 05 Jan 2009
Zvi Bodie and Henriette M. Prast
Boston University and Tiburg University

Abstract:

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pensions, behavioral economics, guarantees

61.

Contingent Claims Approach to Measuring and Managing Sovereign Risk

Journal of Investment Management, Vol. 5, No. 4, Fourth Quarter 2007
Posted: 17 Jan 2008
International Monetary Fund (IMF), Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Contingent claims analysis, sovereignrisk, Merton Model, capital structure arbitrage

62.

Perspectives: Making Investment Choices as Simple as Possible, but not Simpler

Financial Analysts Journal, Vol. 63, No. 6, pp. 42-47, 2007
Posted: 11 Jun 2007
Zvi Bodie and Jonathan Treussard
Boston University and Treussard Capital Management LLC

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Private Wealth Management, Asset Allocation, Investment Policy Formulation, Portfolio Management, Asset Allocation

63.

Design of Financial Systems: Towards a Syntheses of Function and Structure

Journal of Investment Management, Vol. 3, No. 1, First Quarter 2005
Posted: 01 Apr 2005
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Financial system, financial structure, risk management

64.

Financial Infrastructure and Public Policy: A Functional Perspective

Posted: 25 Aug 1998
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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65.

The Informational Role of Asset Prices: The Case of Implied Volatility

Working Paper 95-063
Posted: 25 Aug 1998
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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66.

A Conceptual Framework for Analyzing the Financial Environment

WP#95-062
Posted: 25 Aug 1998
Zvi Bodie and Robert C. Merton
Boston University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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