James A. Sefton

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

http://www3.imperial.ac.uk/people/j.sefton

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SCHOLARLY PAPERS

10

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1,449

TOTAL CITATIONS

8

Scholarly Papers (10)

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1.

Dynamic Portfolio Choice with Intertemporal Hedging and Transaction Costs

Number of pages: 42 Posted: 29 Jul 2023 Last Revised: 29 Sep 2023
Johannes Muhle-Karbe, James A. Sefton and Xiaofei Shi
Imperial College London - Department of Mathematics, Imperial College London and Carnegie Mellon University - Department of Mathematical Sciences
Downloads 702 (74,576)
Citation 1

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Dynamic Portfolio Optimization, Intertemporal Hedging, Transaction Costs.

2.

A Comparison of National Saving Rates in the UK, Us and Italy

Number of pages: 41 Posted: 26 Nov 2006
Tatiana Kirsanova and James A. Sefton
University of Glasgow - Adam Smith Business School and Imperial College London
Downloads 226 (268,308)
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Saving Rates, International Comparisons, Intergenerational Transfers, Borrowing Constraints

3.

Generational Wealth Accounts: Did Public and Private Inter-Generational Transfers Offset Each Other Over the Financial Crisis?

Number of pages: 60 Posted: 13 Oct 2017 Last Revised: 07 Mar 2020
David McCarthy, James A. Sefton, Ronald D. Lee and Joze Sambt
University of Georgia - Department of Insurance, Legal Studies, Real Estate, Imperial College London, University of California, Berkeley - Department of Demography and University of Ljubljana - Faculty of Economics
Downloads 192 (312,327)
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4.

Managing Transaction Costs in a Dynamic Trading Strategy

Number of pages: 45 Posted: 14 Aug 2014 Last Revised: 28 Feb 2015
James A. Sefton and Sylvain Champonnois
Imperial College London and UCSD Rady School of Management
Downloads 179 (332,798)
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Dynamic Portfolio Theory, Transaction Costs

5.

Simulating the Transmission of Wealth Inequity Via Bequests

NBER Working Paper No. w7183
Number of pages: 57 Posted: 09 Aug 1999 Last Revised: 19 Aug 2022
Jagadeesh Gokhale, Laurence J. Kotlikoff, James A. Sefton and Martin R. Weale
Cato Institute, Boston University - Department of Economics, Imperial College London and National Institute of Economic and Social Research (NIESR)
Downloads 80 (604,169)
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6.

Welfare Effects of Taxation of Income from Capital

Tax Policy Conference, p. 391, 2003
Number of pages: 22 Posted: 03 Jun 2012
Jayasri Dutta, James A. Sefton and Martin R. Weale
University of Birmingham - Department of Economics, Imperial College London and National Institute of Economic and Social Research (NIESR)
Downloads 45 (794,156)

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7.

Optimal Social Security Design

Number of pages: 44 Posted: 30 Apr 2002
David Miles and James A. Sefton
Imperial College Business School and Imperial College London
Downloads 23 (982,994)
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Social Security, pensions, optimal taxes

8.

Houses Across Time and Across Place

CEPR Discussion Paper No. DP12103
Number of pages: 35 Posted: 26 Jun 2017
David Miles and James A. Sefton
Imperial College Business School and Imperial College London
Downloads 2 (1,222,320)
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Housing Supply, Spatial Geography, Two Sector Growth Model

9.

Understanding Momentum

Posted: 07 May 2005
James A. Sefton and Alan Scowcroft
Imperial College London and Independent

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Equity investments, technical analysis, portfolio management, equity strategies

10.

Simulating the Transmission of Wealth Inequality Via Bequests

Journal of Public Economics, Vol. 79, No. 1, January 1, 2001
Posted: 23 Sep 2001
Jagadeesh Gokhale, Laurence J. Kotlikoff, James A. Sefton and Martin R. Weale
Cato Institute, Boston University - Department of Economics, Imperial College London and National Institute of Economic and Social Research (NIESR)

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