Details about Francisco Gomes

Access statistics for papers by Francisco Gomes.

Last updated 2009-04-06. Update your information in the RePEc Author Service.

Short-id: pgo69

Working Papers

2008

1. Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2007

2. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   See also Journal Article in Review of Financial Studies (2008)
3. PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
4. THE EXCESS BURDEN OF GOVERNMENT INDECISION
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations
   Also in Working Papers, University of Michigan, Michigan Retirement Research Center (2006) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations

2006

5. Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts
   Computing in Economics and Finance 2006, Society for Computational Economics View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)

2005

6. (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
   FMG Discussion Papers, Financial Markets Group
7. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   See also Journal Article in Journal of Finance (2005)

2004

8. (UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle
   FMG Discussion Papers, Financial Markets Group
9. (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts
   FMG Discussion Papers, Financial Markets Group
10. Aggregate Implications Of Defined Benefit And Defined Contribution Systems
    Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations

2003

11. (UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems
    FMG Discussion Papers, Financial Markets Group
12. (UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    FMG Discussion Papers, Financial Markets Group
13. Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Review of Economic Dynamics (2003)

2000

14. Investing Retirement Wealth? A Life-Cycle Model
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations
    See also Chapter (2001)
15. Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
    Also in Computing in Economics and Finance 1999, Society for Computational Economics (1999) View citations

Journal Articles

2009

1. Lending relationships in the interbank market
   Journal of Financial Intermediation, 2009, 18, (1), 24-48 View citations
2. Optimal Savings with Taxable and Tax-Deferred Accounts
   Review of Economic Dynamics, 2009, 12, (4), 718-735 View citations
   See also Software Item (2009)

2008

3. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
   Review of Financial Studies, 2008, 21, (1), 415-448 View citations
   See also Working Paper (2007)

2005

4. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
   Journal of Finance, 2005, 60, (2), 869-904 View citations
   See also Working Paper (2005)

2003

5. Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk
   Review of Economic Dynamics, 2003, 6, (4), 729-766 View citations
   See also Working Paper (2003)

Chapters

2001

1. Investing Retirement Wealth: A Life-Cycle Model
   A chapter in Risk Aspects of Investment-Based Social Security Reform, 2001, pp 439-482 View citations
   See also Working Paper (2000)

Software Items

2009

1. Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2009)