Yuxin Zhang

University of Nottingham, Ningbo - University of Nottingham Ningbo China

199 Taikang East Road

Ningbo, 315100

China

SCHOLARLY PAPERS

4

DOWNLOADS

322

SSRN CITATIONS

12

CROSSREF CITATIONS

4

Scholarly Papers (4)

Stock Market Mean Reversion and Portfolio Choice over the Life Cycle

Netspar Discussion Paper No. 06/2015-018
Number of pages: 101 Posted: 18 Aug 2015 Last Revised: 09 Sep 2015
Alexander Michaelides and Yuxin Zhang
Imperial College Business School and University of Nottingham, Ningbo - University of Nottingham Ningbo China
Downloads 155 (353,929)

Abstract:

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Portfolio choice over the life cycle, stock market mean reversion, stock market predictability, hedging demands, lifestyle funds, enhanced target-date funds.

2.

Life-Cycle Portfolio Choice with Imperfect Predictors

Journal of Banking and Finance, Forthcoming
Number of pages: 55 Posted: 18 Sep 2019 Last Revised: 10 Nov 2021
Alexander Michaelides and Yuxin Zhang
Imperial College Business School and University of Nottingham, Ningbo - University of Nottingham Ningbo China
Downloads 167 (331,995)
Citation 2

Abstract:

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Portfolio Choice over the Life Cycle, Filtering, Stock Market Predictability, Imperfect Predictors.

3.

On Optimal Allocations of Target-Date Funds

Journal of Retirement (forthcoming)
Posted: 08 Jun 2021 Last Revised: 25 Apr 2022
American Century Investments, London Business School, Imperial College Business School and University of Nottingham, Ningbo - University of Nottingham Ningbo China

Abstract:

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Target Date Funds, Life cycle investing, Saving for retirement, Glide path

4.

Life-Cycle Consumption and Portfolio Choice with an Imperfect Predictor

Posted: 18 Nov 2016
Yuxin Zhang
University of Nottingham, Ningbo - University of Nottingham Ningbo China

Abstract:

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Portfolio Choice over the Life Cycle, Stock Market Mean Reversion, Filtering, Stock Market Predictability, Imperfect Predictor