Carolina Fugazza

Università degli Studi di Milano-Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)

Piazza dell'Ateneo Nuovo, 1

Milan, 20126

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

90

CITATIONS

0

Scholarly Papers (3)

Optimal Life-Cycle Portfolios for Heterogeneous Workers

Netspar Discussion Paper No. 06/2013-025
Number of pages: 46 Posted: 19 Aug 2013
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Turin - Department of Economics and Statistics
Downloads 49 (320,187)

Abstract:

Life-cycle portfolio choice, background risk, age rule, investor heterogeneity, stock market participation

Optimal Life-Cycle Portfolios for Heterogeneous Workers

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 260
Number of pages: 38 Posted: 07 Dec 2013
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Turin - Department of Economics and Statistics
Downloads 18 (450,745)

Abstract:

Life-cycle portfolio choice, background risk, age rule, investor heterogeneity

2.

Life-Cycle Asset Allocation and Unemployment Risk

Netspar Discussion Paper No. 10/2015-079
Number of pages: 20 Posted: 08 Mar 2016
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Turin - Department of Economics and Statistics
Downloads 0 (409,745)

Abstract:

Life-cycle portfolio choice, unemployment risk, human capital depreciation, age rule

3.

Equally Weighted vs. Long-Run Optimal Portfolios

Forthcoming, European Financial Management
Posted: 28 Feb 2014
Giovanna Nicodano, Carolina Fugazza and Massimo Guidolin
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and Bocconi University - Department of Finance

Abstract:

asset allocation, return predictability, parameter uncertainty, REITs, portfolio performance