Results 21 to 30 of about 76,557 (47)

Designing Pension Plans According to Consumption-Savings Theory

The Review of financial studies
We derive optimal characteristics of contribution rates into defined contribution pension plans based on consumption-savings theory. Contribution rates should increase with age and decrease with the balance-to-income ratio. Using Swedish registry data,
Kathrin Schlafmann, Ofer Setty, Roine Vestman   +2 more
semanticscholar   +1 more source

Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?

SAGE Open
This study is the first to examine how limit-to-arbitrage factors impact the distress risk puzzle in Vietnam before and after implementing bankruptcy regulations.
Khoa Dang Duong, Ngoc Thi Thanh Nguyen, N. T. T. Do, H. Le   +3 more
semanticscholar   +1 more source

Thar She Bursts: Reducing Confusion Reduces Bubbles

, 2012
Michael Kirchler, J. Huber, Thomas Stöckl   +2 more
semanticscholar   +1 more source

Consistency and heterogeneity of individual behavior under uncertainty

, 2007
Syngjoo Choi, R. Fisman, Douglas Gale, Shachar Kariv   +3 more
semanticscholar   +1 more source

Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle

, 2010
P. Bacchetta, E. Wincoop
semanticscholar   +1 more source

Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses

, 2015

semanticscholar   +1 more source

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The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19

Australian Journal of Management, 2023
In view of the need for portfolio diversification, we investigate the interlinkages between a private equity ETF and a set of high-demand asset classes including bonds, equities, crude oil, gold, commodities, currency, Bitcoin, and shipping within a ...
Spyros Papathanasiou, D. Vasiliou, Anastasios I. Magoutas, Drosos Koutsokostas   +3 more
semanticscholar   +1 more source

Machine-Learning the Skill of Mutual Fund Managers

Social Science Research Network, 2022
We show, using machine learning, that fund characteristics can consistently differentiate high from low-performing mutual funds, as well as identify funds with net-of-fees abnormal returns. Fund momentum and fund flow are the most important predictors of
Ron Kaniel, Zihan Lin, Markus Pelger, Stijn Van Nieuwerburgh   +3 more
semanticscholar   +1 more source

Rich Pickings? Risk, Return, and Skill in Household Wealth

The American Economic Review, 2017
We investigate wealth returns on an administrative panel containing the disaggregated balance sheets of Swedish residents. The expected return on household net wealth is strongly persistent, determined primarily by systematic risk, and increasing in net ...
L. Bach, Laurent E. Calvet, Paolo Sodini
semanticscholar   +1 more source

Institutional Corporate Bond Pricing

The Review of financial studies
We propose an equilibrium corporate bond pricing model that accommodates the heterogeneity in institutional investors’ preferences and mandates in an empirically tractable way.
Lorenzo Bretscher, L. Schmid, Ishita Sen, Varun Sharma   +3 more
semanticscholar   +1 more source