Details about Zvi Bodie

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Working Papers

2014

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

2009

3. New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (8)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (78)
4. TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved?
   Public Policy Discussion Paper, Federal Reserve Bank of Boston View citations (1)

2007

5. The theory of life-cycle saving and investing
   Public Policy Discussion Paper, Federal Reserve Bank of Boston View citations (10)

2006

6. A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
7. A Note on Economic Principles and Financial Literacy
   NFI Policy Briefs, Indiana State University, Scott College of Business, Networks Financial Institute

2005

8. Observations on personal retirement accounts
   Proceedings, Federal Reserve Bank of Chicago

2004

9. The Design of Financial Systems: Towards a Synthesis of Function and Structure
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)
   See also Chapter DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2005) View citations (32) (2005)

1992

10. Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (468)
    See also Journal Article Labor supply flexibility and portfolio choice in a life cycle model, Journal of Economic Dynamics and Control, Elsevier (1992) View citations (527) (1992)

1989

11. Inflation Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
12. Labor Supply Flexibility and Portfolio Choice
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
13. Pension Funds and Financial Innovation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
14. Pensions as Retirement Income Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article Pensions as Retirement Income Insurance, Journal of Economic Literature, American Economic Association (1990) View citations (61) (1990)

1988

15. Inflation, Index-Linked Bonds, and Asset Allocation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
16. Pension Fund Investment Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)

1985

17. Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    See also Chapter Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs?, NBER Chapters, National Bureau of Economic Research, Inc (1988) View citations (43) (1988)

1984

18. Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Chapter Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation, NBER Chapters, National Bureau of Economic Research, Inc (1987) View citations (23) (1987)
19. Pension Plan Integration as Insurance Against Social Security Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Chapter Pension Plan Integration As Insurance Against Social Security Risk, NBER Chapters, National Bureau of Economic Research, Inc (1987) View citations (14) (1987)

1983

20. Inflation and the Role of Bonds in Investor Portfolios
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    See also Chapter Inflation and the Role of Bonds in Investor Portfolios, NBER Chapters, National Bureau of Economic Research, Inc (1985) View citations (9) (1985)
21. Why Are Real Interest Rates So High?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

1982

22. Retirement Annuity Design in an Inflationary Climate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    See also Chapter Retirement Annuity Design in an Inflationary Climate, NBER Chapters, National Bureau of Economic Research, Inc (1983) View citations (12) (1983)

1981

23. Investment Strategy in an Inflationary Environment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    See also Chapter Investment Strategy in an Inflationary Environment, NBER Chapters, National Bureau of Economic Research, Inc (1982) View citations (4) (1982)

1980

24. Purchasing-Power Annuities: Financial Innovation for Stable Real Retirement Income in an Inflationary Environment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

1979

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

1978

26. Interest Rate Uncertainty and the Value of Bond Call Protection
    Scholarly Articles, Harvard University Department of Economics View citations (5)
    See also Journal Article Interest Rate Uncertainty and the Value of Bond Call Protection, Journal of Political Economy, University of Chicago Press (1978) View citations (7) (1978)

1977

27. Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

Undated

28. A Framework for Analyzing and Managing Retirement Risks
    Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania View citations (2)
29. 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 View citations (1)
   See also Working Paper Optimal Asset Allocation For Sovereign Wealth Funds: Theory And Practice, Post-Print (2014) View citations (1) (2014)

2011

2. Financing Future Growth: The Need for Financial Innovations
   OECD Journal: Financial Market Trends, 2011, 2011, (1), 141-144

2009

3. Letter: Are Stocks the Best Investment for the Long Run?
   The Economists' Voice, 2009, 6, (3), 2 View citations (1)
4. Life-Cycle Finance and the Design of Pension Plans
   Annual Review of Financial Economics, 2009, 1, (1), 249-286 View citations (25)

2008

5. Contingent Claims Analysis and Life-Cycle Finance
   American Economic Review, 2008, 98, (2), 291-96 View citations (6)

2006

6. Do a firm's equity returns reflect the risk of its pension plan?
   Journal of Financial Economics, 2006, 81, (1), 1-26 View citations (29)
7. On asset-liability matching and federal deposit and pension insurance
   Review, 2006, 88, (Jul), 323-330 View citations (7)

2005

8. 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 View citations (1)

2004

9. Optimal consumption-portfolio choices and retirement planning
   Journal of Economic Dynamics and Control, 2004, 28, (6), 1115-1148 View citations (58)

2002

10. International pension swaps
    Journal of Pension Economics and Finance, 2002, 1, (1), 77-83 View citations (25)

1993

11. Deposit insurance reform: a functional approach
    Carnegie-Rochester Conference Series on Public Policy, 1993, 38, (1), 1-34 View citations (26)
12. Reply to Benston and Kaufman
    Carnegie-Rochester Conference Series on Public Policy, 1993, 38, (1), 51-55

1992

13. Labor supply flexibility and portfolio choice in a life cycle model
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 427-449 View citations (527)
    See also Working Paper Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model, NBER Working Papers (1992) View citations (468) (1992)
14. On the Management of Financial Guarantees
    Financial Management, 1992, 21, (4) View citations (57)

1990

15. Pensions as Retirement Income Insurance
    Journal of Economic Literature, 1990, 28, (1), 28-49 View citations (61)
    See also Working Paper Pensions as Retirement Income Insurance, NBER Working Papers (1989) View citations (7) (1989)

1989

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

1980

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

1979

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

1978

19. Future Investment Opportunities and the Value of the Call Provision on a Bond
    Journal of Finance, 1978, 33, (4), 1187-1200 View citations (54)
20. Interest Rate Uncertainty and the Value of Bond Call Protection
    Journal of Political Economy, 1978, 86, (1), 19-43 View citations (7)
    See also Working Paper Interest Rate Uncertainty and the Value of Bond Call Protection, Scholarly Articles (1978) View citations (5) (1978)

1976

21. Common Stocks as a Hedge against Inflation
    Journal of Finance, 1976, 31, (2), 459-70 View citations (288)

Books

1988

1. Pensions in the U.S. Economy
   NBER Books, National Bureau of Economic Research, Inc View citations (66)

1987

2. Issues in Pension Economics
   NBER Books, National Bureau of Economic Research, Inc View citations (113)

1983

3. Financial Aspects of the United States Pension System
   NBER Books, National Bureau of Economic Research, Inc View citations (98)

Edited books

2000

1. The Foundations of Pension Finance, vol Two volume set
   Books, Edward Elgar Publishing View citations (3)

1988

2. Pensions in the U.S. Economy
   National Bureau of Economic Research Books, University of Chicago Press View citations (27)

1987

3. Issues in Pension Economics
   National Bureau of Economic Research Books, University of Chicago Press View citations (175)

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

2011

2. 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 View citations (3)

2008

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

2005

4. DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE
   Chapter 1 in The World Of Risk Management, 2005, pp 1-27 View citations (32)
   See also Working Paper The Design of Financial Systems: Towards a Synthesis of Function and Structure, National Bureau of Economic Research, Inc (2004) View citations (47) (2004)

2001

5. Financial Engineering and Social Security Reform
   A chapter in Risk Aspects of Investment-Based Social Security Reform, 2001, pp 291-320 View citations (14)

1988

6. 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 View citations (43)
   See also Working Paper Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?, National Bureau of Economic Research, Inc (1985) View citations (13) (1985)
7. Introduction to "Pensions in the U.S. Economy"
   A chapter in Pensions in the U.S. Economy, 1988, pp 1-8 View citations (7)

1987

8. Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation
   A chapter in Issues in Pension Economics, 1987, pp 15-48 View citations (23)
   See also Working Paper Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation, National Bureau of Economic Research, Inc (1984) View citations (5) (1984)
9. Introduction to "Issues in Pension Economics"
   A chapter in Issues in Pension Economics, 1987, pp 1-12 View citations (12)
10. Pension Plan Integration As Insurance Against Social Security Risk
    A chapter in Issues in Pension Economics, 1987, pp 147-172 View citations (14)
    See also Working Paper Pension Plan Integration as Insurance Against Social Security Risk, National Bureau of Economic Research, Inc (1984) View citations (5) (1984)

1986

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

1985

12. Inflation and the Role of Bonds in Investor Portfolios
    A chapter in Corporate Capital Structures in the United States, 1985, pp 167-196 View citations (9)
    See also Working Paper Inflation and the Role of Bonds in Investor Portfolios, National Bureau of Economic Research, Inc (1983) View citations (13) (1983)

1983

13. 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 View citations (3)
14. Retirement Annuity Design in an Inflationary Climate
    A chapter in Financial Aspects of the United States Pension System, 1983, pp 291-324 View citations (12)
    See also Working Paper Retirement Annuity Design in an Inflationary Climate, National Bureau of Economic Research, Inc (1982) View citations (10) (1982)

1982

15. 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 View citations (4)
    See also Working Paper Investment Strategy in an Inflationary Environment, National Bureau of Economic Research, Inc (1981) View citations (6) (1981)