P.O. Box 90153
Tilburg, 5000 LE
Tilburg University - Center and Faculty of Economics and Business Administration
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Futures contracts, Commodities, Risk premia, Portfolio sorts
Style Analysis, Performance Measurment, Mutual Funds, Portfolio Choice
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3181.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Style analysis, performance evaluation, portfolio choice
optimal life-cycle portfolio choice, annuity risk
bond risk premia, life-cycle consumption, portfolio choice
Asset Liability Management, Commodities, Optimal portfolio choice, Pension funds, Strategic asset allocation, Tactical asset allocation
country risk, industry risk, momentum effect, portfolio selection, technology adoption
country risk, industry risk, momentum effect, portfolio selection
currency risk, hedging, forwards, international asset pricing, portfolio choice
Infrequently Traded Stocks, Price Impact, Trading Costs, Trading Intensity, Durations, Market Microstructure, Asymmetric Information, Inventory Effects
Semiparametric modeling, price impact of trades, infrequently traded stocks, market microstructure
infrequently traded stocks, price impact, trading costs, trading intensity, durations, market microstructure, asymmetric information, inventory effects
Asset allocation, retirement, life-cycle portfolio choice, annuity, savings
optimal consumption choice, optimal portfolio choice, loss aversion, reference level, habit formation, guarantee, smoothing
Optimal consumption choice, optimal portfolio choice, loss aversion, reference level, habit formation, guarantee, smoothing
Life-cycle portfolio choice, retirement, post-retirement investment
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ECOJ.
multivariate duration models, high-frequency data, ACD models, market microstructure
pension benefits, life expectancy, retirement age, policy reforms
File name: DP10538.
decumulation phase, defined benefit, defined contribution, longevity insurance, private pensions, risk management, risk sharing, variable annuities
Liquidity premium, liquidity risk, TIPS, inflation swaps
Defined ambition, variable annuity, valuation, risk profile, risk management, liabilities, consumption frame
Pension Benefit Claiming, Delay Options, Actuarial Nonequivalence, Preference-Free Dominance
mutual funds, performance evaluation, look-ahead bias
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