18
H index
27
i10 index
2106
Citations
| 18 H index 27 i10 index 2106 Citations RESEARCH PRODUCTION: 21 Articles 32 Papers 3 Books 15 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 38 years (1976 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbo569 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zvi Bodie. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 4 |
Carnegie-Rochester Conference Series on Public Policy | 2 |
Journal of Pension Economics and Finance | 2 |
Journal of Economic Dynamics and Control | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 20 |
Post-Print / HAL | 2 |
Public Policy Discussion Paper / Federal Reserve Bank of Boston | 2 |
Year | Title of citing document |
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2023 | Intergenerational risk sharing in a collective defined contribution pension system: a simulation study with Bayesian optimization. (2021). Zhang, Fangyuan ; Kanagawa, Motonobu ; Chen, AN. In: Papers. RePEc:arx:papers:2106.13644. Full description at Econpapers || Download paper |
2023 | Optimal Mix Among PAYGO, EET and Individual Savings. (2023). Song, Yilun ; Ren, Zhaojie ; Liang, Zongxia ; He, Lin. In: Papers. RePEc:arx:papers:2302.09218. Full description at Econpapers || Download paper |
2023 | Predicting Stock Price Movement as an Image Classification Problem. (2023). Steinbacher, Matej. In: Papers. RePEc:arx:papers:2303.01111. Full description at Econpapers || Download paper |
2023 | A greedy algorithm for habit formation under multiplicative utility. (2023). Salisbury, Thomas S ; Kirusheva, Snezhana. In: Papers. RePEc:arx:papers:2305.04748. Full description at Econpapers || Download paper |
2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169. Full description at Econpapers || Download paper |
2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683. Full description at Econpapers || Download paper |
2024 | Accounting for Inflation: The Dog That Didnt Bark. (2024). Ball, Ray. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:1:p:1-12. Full description at Econpapers || Download paper |
2023 | ESG news spillovers across the value chain. (2023). Coqueret, Guillaume ; le Tran, VU. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:677-710. Full description at Econpapers || Download paper |
2023 | How does Bitcoin react to economic discomfort? Evidence from the economic misery index. (2023). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00730. Full description at Econpapers || Download paper |
2023 | An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11. Full description at Econpapers || Download paper |
2023 | Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451. Full description at Econpapers || Download paper |
2023 | Investment sensitivity to lender default shocks. (2023). Selvam, Srinivasan ; Julio, Brandon ; Celil, Hursit S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001547. Full description at Econpapers || Download paper |
2023 | Covenants in convertible bonds: Boon or boilerplate?. (2023). Zeng, Cheng ; Xu, Alice Liang ; Pappas, Kostas ; Dutordoir, Marie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300041x. Full description at Econpapers || Download paper |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper |
2023 | IFRS, financial development and income inequality: An empirical study using mediation analysis. (2023). Gal, Graham ; Akisik, Orhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522001315. Full description at Econpapers || Download paper |
2023 | Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921. Full description at Econpapers || Download paper |
2023 | Portfolio allocation over the life cycle with multiple late-in-life saving motives. (2023). Lee, Minjoon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000865. Full description at Econpapers || Download paper |
2023 | Does the Achilles heel of guarantee networks drive financial distress?. (2023). Zhen, Weihao ; Wu, Wuqing ; Wang, Yirui ; Shan, Yuan George. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001515. Full description at Econpapers || Download paper |
2023 | Relationships between stock returns and real earnings yields over the last 150 years. (2023). Alsalman, Zeina ; Murphy, Austin. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006153. Full description at Econpapers || Download paper |
2024 | Dynamic volatility regulation of financial institutions. (2024). Wiener, Zvi ; Raviv, Alon ; Hilscher, Jens. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013405. Full description at Econpapers || Download paper |
2024 | Pension expenses, risk, and implications for stock returns. (2024). Taussig, Roi D. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000461. Full description at Econpapers || Download paper |
2023 | Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper |
2023 | Optimal investment, consumption and life insurance purchase with learning about return predictability. (2023). Li, Baihui ; Peng, Xingchun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:70-95. Full description at Econpapers || Download paper |
2023 | Pension funding and the cross section of stock returns - The case of Germany. (2023). Mager, Ferdinand ; Heusel, Nicola. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000419. Full description at Econpapers || Download paper |
2023 | Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642. Full description at Econpapers || Download paper |
2024 | Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163. Full description at Econpapers || Download paper |
2024 | Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194. Full description at Econpapers || Download paper |
2023 | Analytic approach for models of optimal retirement with disability risk. (2023). Park, Se Young ; Jang, Bong-Gyu ; Chae, Jiwon. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:126:y:2023:i:c:p:68-75. Full description at Econpapers || Download paper |
2023 | Lifetime asset allocation with long run risk and time various risk aversion. (2023). Luo, Ronghua ; Tang, Tao ; Gu, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:230-251. Full description at Econpapers || Download paper |
2024 | Life-cycle risk-taking with personal disaster risk. (2024). Bagliano, Fabio ; Fugazza, Carolina ; Nicodano, Giovanna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:378-396. Full description at Econpapers || Download paper |
2023 | Target firms’ characteristics and the effects of sovereign wealth funds’ investments: Does cultural context of SWFs matter?. (2023). Graziano, Domenico ; Varrone, Nicola ; Mustilli, Mario ; Gangi, Francesco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000764. Full description at Econpapers || Download paper |
2023 | Bankruptcy in groups. (2023). McNichols, Maureen F ; Correia, Maria ; Cascino, Stefano ; Beaver, William H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118590. Full description at Econpapers || Download paper |
2023 | Are Real Assets Owners Less Averse to Inflation? Evidence from Consumer Sentiments and Inflation Expectations. (2023). Sinha, Nitish R ; Li, Geng. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-58. Full description at Econpapers || Download paper |
2024 | Investigating the Effects of the COVID-19 Pandemic on Stock Volatility in Sub-Saharan Africa: Analysis Using Explainable Artificial Intelligence. (2024). Matenda, Frank Ranganai ; Sibanda, Mabutho ; Ncube, Mbongiseni. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:5:p:112-:d:1390585. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Impact of Commercial Medical Insurance Participation on Household Debt. (2023). Ren, Ting ; He, DI ; Hong, Cancheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1526-:d:1034220. Full description at Econpapers || Download paper |
2023 | Health accidents and wealth decline in old age. (2023). d'Albis, Hippolyte ; Legendre, Berangere ; el Mekkaoui, Najat. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04174032. Full description at Econpapers || Download paper |
2023 | Diversification benefits of precious metal markets. (2023). Goutte, Stéphane ; Nguyen, Duc Khuong ; Dinh, Theu ; Topaloglou, Nikolas. In: Working Papers. RePEc:hal:wpaper:halshs-04057273. Full description at Econpapers || Download paper |
2023 | Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0. Full description at Econpapers || Download paper |
2023 | A Theory of the Nominal Character of Stock Securities*. (2023). Savioz, Marcel ; Dumas, Bernard. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1615-1657.. Full description at Econpapers || Download paper |
2023 | Optimal Portfolio Rebalancing with Sweep Under Transaction Cost. (2023). Arjmandi, Nabi. In: MPRA Paper. RePEc:pra:mprapa:117162. Full description at Econpapers || Download paper |
2024 | Pension Fund Investments and Capital Market Development in Nigeria: The Moderating Role of Inflation. (2024). Onyejiaku, Chinyere C ; Haruna, Habila Abel ; Dibal, Hyeladi Stanley ; Uchechukwu, Josaphat ; Ogbole, Ogbole Friday. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:248-269. Full description at Econpapers || Download paper |
2024 | Legitimacy and the extraordinary growth of ESG measures and metrics in the global investment management industry. (2024). Dixon, Adam D ; Clark, Gordon L. In: Environment and Planning A. RePEc:sae:envira:v:56:y:2024:i:2:p:645-661. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2008 | Contingent Claims Analysis and Life-Cycle Finance In: American Economic Review. [Full Text][Citation analysis] | article | 4 |
1990 | Pensions as Retirement Income Insurance. In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 66 |
1989 | Pensions as Retirement Income Insurance.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2009 | Life-Cycle Finance and the Design of Pension Plans In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 24 |
1976 | Common Stocks as a Hedge against Inflation. In: Journal of Finance. [Full Text][Citation analysis] | article | 282 |
1978 | Future Investment Opportunities and the Value of the Call Provision on a Bond. In: Journal of Finance. [Full Text][Citation analysis] | article | 55 |
1979 | Portfolio Selection in a Winner-Take-All Environment. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1980 | Future Investment Opportunities and the Value of the Call Provision on a Bond: Reply. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2009 | Letter: Are Stocks the Best Investment for the Long Run? In: The Economists' Voice. [Full Text][Citation analysis] | article | 1 |
2011 | Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 3 |
2009 | New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 85 |
2007 | New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2002 | International pension swaps In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 23 |
2005 | The Future for Investors: Why the Tried and the True Triumphs Over the Bold and the New. By Jeremy Siegel. Crown Business, 2005, ISBN 1-4000-8198-X, 308 pages, Price $27.50. In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 1 |
1993 | Deposit insurance reform: a functional approach In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 25 |
1993 | Reply to Benston and Kaufman In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
1992 | Labor supply flexibility and portfolio choice in a life cycle model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 520 |
1992 | Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 520 | paper | |
2004 | Optimal consumption-portfolio choices and retirement planning In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 53 |
2006 | Do a firms equity returns reflect the risk of its pension plan? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 27 |
2008 | Pension Guarantees, Capital Adequacy and International Risk Sharing In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
1989 | The lenders view of debt and equity: the case of pension funds In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 0 |
2007 | The theory of life-cycle saving and investing In: Public Policy Discussion Paper. [Full Text][Citation analysis] | paper | 10 |
2009 | TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved? In: Public Policy Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
2005 | Observations on personal retirement accounts In: Proceedings. [Citation analysis] | paper | 0 |
2006 | On asset-liability matching and federal deposit and pension insurance In: Review. [Full Text][Citation analysis] | article | 5 |
1992 | On the Management of Financial Guarantees In: Financial Management. [Citation analysis] | article | 51 |
2014 | Optimal Asset Allocation For Sovereign Wealth Funds: Theory And Practice In: Post-Print. [Citation analysis] | paper | 1 |
2014 | Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice.(2014) In: Bankers, Markets & Investors. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2014 | Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth In: Post-Print. [Citation analysis] | paper | 2 |
1978 | Interest Rate Uncertainty and the Value of Bond Call Protection In: Scholarly Articles. [Full Text][Citation analysis] | paper | 6 |
1978 | Interest Rate Uncertainty and the Value of Bond Call Protection..(1978) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
1983 | Financial Aspects of the United States Pension System In: NBER Books. [Citation analysis] | book | 95 |
1987 | Issues in Pension Economics In: NBER Books. [Citation analysis] | book | 112 |
1988 | Pensions in the U.S. Economy In: NBER Books. [Citation analysis] | book | 65 |
2001 | Financial Engineering and Social Security Reform In: NBER Chapters. [Full Text][Citation analysis] | chapter | 13 |
1982 | Investment Strategy in an Inflationary Environment In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
1981 | Investment Strategy in an Inflationary Environment.(1981) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1985 | Inflation and the Role of Bonds in Investor Portfolios In: NBER Chapters. [Full Text][Citation analysis] | chapter | 14 |
1983 | Inflation and the Role of Bonds in Investor Portfolios.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
1983 | Introduction to Financial Aspects of the United States Pension System In: NBER Chapters. [Full Text][Citation analysis] | chapter | 3 |
1983 | Retirement Annuity Design in an Inflationary Climate In: NBER Chapters. [Full Text][Citation analysis] | chapter | 12 |
1982 | Retirement Annuity Design in an Inflationary Climate.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
1988 | Introduction to Pensions in the U.S. Economy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
1988 | Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 53 |
1985 | Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
1987 | Introduction to Issues in Pension Economics In: NBER Chapters. [Full Text][Citation analysis] | chapter | 12 |
1987 | Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation In: NBER Chapters. [Full Text][Citation analysis] | chapter | 23 |
1984 | Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
1987 | Pension Plan Integration As Insurance Against Social Security Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 15 |
1984 | Pension Plan Integration as Insurance Against Social Security Risk.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
1986 | Risk and Required Returns on Debt and Equity In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
1977 | Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1979 | Inflation Risk and Capital Market Equilibrium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
1980 | Purchasing-Power Annuities: Financial Innovation for Stable Real Retirement Income in an Inflationary Environment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2004 | The Design of Financial Systems: Towards a Synthesis of Function and Structure In: NBER Working Papers. [Full Text][Citation analysis] | paper | 76 |
2005 | DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | chapter | |
1983 | Why Are Real Interest Rates So High? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2006 | A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 40 |
1988 | Pension Fund Investment Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
1988 | Inflation, Index-Linked Bonds, and Asset Allocation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
1989 | Inflation Insurance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
1989 | Labor Supply Flexibility and Portfolio Choice In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
1989 | Pension Funds and Financial Innovation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2006 | A Note on Economic Principles and Financial Literacy In: NFI Policy Briefs. [Full Text][Citation analysis] | paper | 0 |
2011 | Financing Future Growth: The Need for Financial Innovations In: OECD Journal: Financial Market Trends. [Full Text][Citation analysis] | article | 0 |
2008 | Individuele Pensioenoplossingen : Doel, Vormgeving en Illustratie In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
2011 | Rational Pensions for Irrational People : Behavioral Science Lessons for the Netherlands In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 1 |
2000 | A Framework for Analyzing and Managing Retirement Risks. In: Pension Research Council Working Papers. [Full Text][Citation analysis] | paper | 2 |
1994 | Pensions in an Aging World. In: Pension Research Council Working Papers. [Citation analysis] | paper | 2 |
2013 | INTEGRATED WEALTH AND RISK MANAGEMENT: FIRST PRINCIPLES In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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