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Labor income and the demand for long-term bonds

Koijen, Ralph S. J. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003096760

Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: Review of finance : journal of the European Finance … 15 (2011) 4, pp. 799-833

Persistent link: https://www.econbiz.de/10009376169

Optimal portfolio choice with annuitization

Koijen, Ralph S. J. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003377022

Optimal portfolio choice with annuitization

Koijen, Ralph S. J. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003364130

When can life cycle investors benefit from time-varying bond risk premia?

Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-780

Persistent link: https://www.econbiz.de/10003941685

When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

Koijen, Ralph S. J. - 2010

We study the importance of time-varying bond risk premia in a consumption and portfolio-choice problem for a life-cycle investor facing short-sales and borrowing constraints. Tilts in the optimal asset allocation in response to changes in bond risk premia exhibit pronounced life-cycle patterns....

Persistent link: https://www.econbiz.de/10013148433