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Details about Zvi Bodie

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Homepage:http://zvibodie.com
Workplace:Department of Finance, Questrom School of Business, Boston University, (more information at EDIRC)

Access statistics for papers by Zvi Bodie.

Last updated 2018-10-05. Update your information in the RePEc Author Service.

Short-id: pbo569


Jump to Journal Articles Books Edited books Chapters

Working Papers

2014

  1. Optimal Asset Allocation For Sovereign Wealth Funds: Theory And Practice
    Post-Print, HAL
    See also Journal Article in Bankers, Markets & Investors (2014)
  2. Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth
    Post-Print, HAL View citations (1)

2009

  1. New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (55)
  2. TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved?
    Public Policy Discussion Paper, Federal Reserve Bank of Boston Downloads View citations (1)

2007

  1. The theory of life-cycle saving and investing
    Public Policy Discussion Paper, Federal Reserve Bank of Boston Downloads View citations (8)

2006

  1. A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)
  2. A Note on Economic Principles and Financial Literacy
    NFI Policy Briefs, Indiana State University, Scott College of Business, Networks Financial Institute Downloads

2005

  1. Observations on personal retirement accounts
    Proceedings, Federal Reserve Bank of Chicago
  2. Pension Insurance
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (2)

2004

  1. The Design of Financial Systems: Towards a Synthesis of Function and Structure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (29)
    See also Chapter (2005)

1992

  1. Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (296)
    See also Journal Article in Journal of Economic Dynamics and Control (1992)

1989

  1. Inflation Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  2. Labor Supply Flexibility and Portfolio Choice
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
  3. Pension Funds and Financial Innovation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  4. Pensions as Retirement Income Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Economic Literature (1990)

1988

  1. Inflation, Index-Linked Bonds, and Asset Allocation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  2. Pension Fund Investment Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)

1985

  1. Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Chapter (1988)

1984

  1. Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Chapter (1987)
  2. Pension Plan Integration as Insurance Against Social Security Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Chapter (1987)

1983

  1. Inflation and the Role of Bonds in Investor Portfolios
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Chapter (1985)
  2. Why Are Real Interest Rates So High?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)

1982

  1. Retirement Annuity Design in an Inflationary Climate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Chapter (1983)

1981

  1. Investment Strategy in an Inflationary Environment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Chapter (1982)

1980

  1. Purchasing-Power Annuities: Financial Innovation for Stable Real Retirement Income in an Inflationary Environment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

1979

  1. Inflation Risk and Capital Market Equilibrium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

1978

  1. Interest Rate Uncertainty and the Value of Bond Call Protection
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (5)
    See also Journal Article in Journal of Political Economy (1978)

1977

  1. Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

Undated

  1. A Framework for Analyzing and Managing Retirement Risks
    Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania Downloads View citations (2)
  2. Pensions in an Aging World
    Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania View citations (2)

Journal Articles

2014

  1. Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice
    Bankers, Markets & Investors, 2014, (128), 49-54 Downloads
    See also Working Paper (2014)

2009

  1. Letter: Are Stocks the Best Investment for the Long Run?
    The Economists' Voice, 2009, 6, (3), 1-2 Downloads
  2. Life-Cycle Finance and the Design of Pension Plans
    Annual Review of Financial Economics, 2009, 1, (1), 249-286 Downloads View citations (18)

2008

  1. Contingent Claims Analysis and Life-Cycle Finance
    American Economic Review, 2008, 98, (2), 291-96 Downloads View citations (7)

2006

  1. Do a firm's equity returns reflect the risk of its pension plan?
    Journal of Financial Economics, 2006, 81, (1), 1-26 Downloads View citations (16)
  2. On asset-liability matching and federal deposit and pension insurance
    Review, 2006, 88, (Jul), 323-330 Downloads View citations (7)

2005

  1. 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
    Journal of Pension Economics and Finance, 2005, 4, (2), 209-210 Downloads View citations (1)

2004

  1. Optimal consumption-portfolio choices and retirement planning
    Journal of Economic Dynamics and Control, 2004, 28, (6), 1115-1148 Downloads View citations (39)

2002

  1. International pension swaps
    Journal of Pension Economics and Finance, 2002, 1, (1), 77-83 Downloads View citations (22)

1993

  1. Deposit insurance reform: a functional approach
    Carnegie-Rochester Conference Series on Public Policy, 1993, 38, (1), 1-34 Downloads View citations (14)
  2. Reply to Benston and Kaufman
    Carnegie-Rochester Conference Series on Public Policy, 1993, 38, (1), 51-55 Downloads

1992

  1. Labor supply flexibility and portfolio choice in a life cycle model
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 427-449 Downloads View citations (374)
    See also Working Paper (1992)
  2. On the Management of Financial Guarantees
    Financial Management, 1992, 21, (4) View citations (44)

1990

  1. Pensions as Retirement Income Insurance
    Journal of Economic Literature, 1990, 28, (1), 28-49 Downloads View citations (58)
    See also Working Paper (1989)

1989

  1. The lender's view of debt and equity: the case of pension funds
    Conference Series ; [Proceedings], 1989, 33, 106-135 Downloads

1980

  1. Future Investment Opportunities and the Value of the Call Provision on a Bond: Reply
    Journal of Finance, 1980, 35, (4), 1055-56 Downloads

1979

  1. Portfolio Selection in a "Winner-Take-All" Environment
    Journal of Finance, 1979, 34, (1), 233-36 Downloads

1978

  1. Future Investment Opportunities and the Value of the Call Provision on a Bond
    Journal of Finance, 1978, 33, (4), 1187-1200 Downloads View citations (47)
  2. Interest Rate Uncertainty and the Value of Bond Call Protection
    Journal of Political Economy, 1978, 86, (1), 19-43 Downloads View citations (7)
    See also Working Paper (1978)

1976

  1. Common Stocks as a Hedge against Inflation
    Journal of Finance, 1976, 31, (2), 459-70 Downloads View citations (219)

Books

1988

  1. Pensions in the U.S. Economy
    NBER Books, National Bureau of Economic Research, Inc View citations (64)

1987

  1. Issues in Pension Economics
    NBER Books, National Bureau of Economic Research, Inc View citations (74)

1983

  1. Financial Aspects of the United States Pension System
    NBER Books, National Bureau of Economic Research, Inc View citations (74)

Edited books

2000

  1. The Foundations of Pension Finance, vol Two volume set
    Books, Edward Elgar Publishing Downloads View citations (1)

1988

  1. Pensions in the U.S. Economy
    National Bureau of Economic Research Books, University of Chicago Press

1987

  1. Issues in Pension Economics
    National Bureau of Economic Research Books, University of Chicago Press View citations (2)

1983

  1. Financial Aspects of the United States Pension System
    National Bureau of Economic Research Books, University of Chicago Press View citations (1)

Chapters

2013

  1. INTEGRATED WEALTH AND RISK MANAGEMENT: FIRST PRINCIPLES
    Chapter 7 in Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, 2013, pp 203-213 Downloads

2011

  1. Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework
    Chapter 05 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 125-157 Downloads View citations (1)

2008

  1. Pension Guarantees, Capital Adequacy and International Risk Sharing
    Chapter 9 in Frontiers in Pension Finance, 2008 Downloads View citations (1)

2005

  1. DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE
    Chapter 1 in The World Of Risk Management, 2005, pp 1-27 Downloads View citations (8)
    See also Working Paper (2004)

2001

  1. Financial Engineering and Social Security Reform
    A chapter in Risk Aspects of Investment-Based Social Security Reform, 2001, pp 291-320 Downloads View citations (10)

1988

  1. Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs?
    A chapter in Pensions in the U.S. Economy, 1988, pp 139-162 Downloads View citations (19)
    See also Working Paper (1985)
  2. Introduction to "Pensions in the U.S. Economy"
    A chapter in Pensions in the U.S. Economy, 1988, pp 1-8 Downloads View citations (7)

1987

  1. Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation
    A chapter in Issues in Pension Economics, 1987, pp 15-48 Downloads View citations (15)
    See also Working Paper (1984)
  2. Introduction to "Issues in Pension Economics"
    A chapter in Issues in Pension Economics, 1987, pp 1-12 Downloads View citations (10)
  3. Pension Plan Integration As Insurance Against Social Security Risk
    A chapter in Issues in Pension Economics, 1987, pp 147-172 Downloads View citations (8)
    See also Working Paper (1984)

1986

  1. Risk and Required Returns on Debt and Equity
    A chapter in Financing Corporate Capital Formation, 1986, pp 51-66 Downloads View citations (1)

1985

  1. Inflation and the Role of Bonds in Investor Portfolios
    A chapter in Corporate Capital Structures in the United States, 1985, pp 167-196 Downloads View citations (7)
    See also Working Paper (1983)

1983

  1. Introduction to "Financial Aspects of the United States Pension System"
    A chapter in Financial Aspects of the United States Pension System, 1983, pp 1-16 Downloads View citations (3)
  2. Retirement Annuity Design in an Inflationary Climate
    A chapter in Financial Aspects of the United States Pension System, 1983, pp 291-324 Downloads View citations (8)
    See also Working Paper (1982)

1982

  1. Investment Strategy in an Inflationary Environment
    A chapter in The Changing Roles of Debt and Equity in Financing U.S. Capital Formation, 1982, pp 47-64 Downloads View citations (3)
    See also Working Paper (1981)
 
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