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Ilja Boelaars

University of Chicago - Department of Economics

1101 East 58th Street

Chicago, IL 60637

United States

ING Bank N.V.

1102 MG Amsterdam

P.O. Box 1800

1000 BV Amsterdam

Netherlands

  • University of Chicago - Department of Economics

  • ING Bank N.V.

SCHOLARLY PAPERS

3

DOWNLOADS

709

TOTAL CITATIONS

3

Scholarly Papers (3)

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1.

The Duration Puzzle in Life-Cycle Investment

Number of pages: 50 Posted: 09 Jan 2019 Last Revised: 13 Jun 2019
Servaas van Bilsen, Ilja Boelaars and A. Lans Bovenberg
University of Amsterdam - Department of Quantitative Economics, University of Chicago - Department of Economics and Tilburg University - Center for Economic Research (CentER)
Downloads 551 (125,289)
Citation 3

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Life-Cycle Investment, Target Date Funds, Long-Term Bonds, Interest Rate Risk Management

2.

Optimal Intergenerational Risk-Sharing When Stock and Labor Markets Are Co-Integrated

Number of pages: 53 Posted: 02 Dec 2020
Ilja Boelaars and Roel Mehlkopf
University of Chicago - Department of Economics and Tilburg University
Downloads 95 (715,072)

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Dynamic portfolio choice; Labor income risk; Pension; Retirement; Intergenerational risk-sharing; Funded pension systems.

3.

Optimal Consumption and Portfolio Choice in the Presence of Risky House Prices

Number of pages: 41 Posted: 14 Aug 2023
Servaas van Bilsen and Ilja Boelaars
University of Amsterdam - Department of Quantitative Economics and University of Chicago - Department of Economics
Downloads 63 (951,658)

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Housing, Optimal Consumption Behavior, Optimal Portfolio Behavior, Real Interest Rate Risk, Rental Price Risk