Details about Francisco Gomes

Access statistics for papers by Francisco Gomes.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pgo69

Working Papers

2023

1. Borrow Now, Pay Even Later: A Quantitative Analysis of Student Debt Payment Plans
   Staff Working Papers, Bank of Canada

2021

2. The Cross-Section of Household Preferences
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)

2020

3. Retirement Saving Adequacy in U.S. Defined Contribution Plans
   Working Paper Series, Federal Reserve Bank of Chicago

2012

4. Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (7)
5. Risk and Returns to Education
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

2010

6. Quantifying the Distortionary Fiscal Cost of ?The Bailout?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
   Also in Working Papers, Central Bank of Cyprus (2009)
7. The Excess Burden of Government Indecision
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (7)
   Working Papers, University of Michigan, Michigan Retirement Research Center (2006) View citations (2)
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (7)
   See also Chapter The Excess Burden of Government Indecision, NBER Chapters, National Bureau of Economic Research, Inc (2012) View citations (26) (2012)

2009

8. Longevity Risk and Retirement Savings
   2009 Meeting Papers, Society for Economic Dynamics View citations (6)

2008

9. 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 (89)

2007

10. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (22)
    See also Journal Article Asset Pricing with Limited Risk Sharing and Heterogeneous Agents, The Review of Financial Studies, Society for Financial Studies (2008) View citations (131) (2008)
11. Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy
    2007 Meeting Papers, Society for Economic Dynamics

2006

12. Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (2)

2005

13. (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
    FMG Discussion Papers, Financial Markets Group
14. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (326)
    See also Journal Article Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence, Journal of Finance, American Finance Association (2005) View citations (313) (2005)

2004

15. (UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle
    FMG Discussion Papers, Financial Markets Group View citations (2)
16. (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts
    FMG Discussion Papers, Financial Markets Group
17. Aggregate Implications of Defined Benefit and Defined Contribution Systems
    2004 Meeting Papers, Society for Economic Dynamics View citations (2)

2003

18. (UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems
    FMG Discussion Papers, Financial Markets Group
19. (UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    FMG Discussion Papers, Financial Markets Group
20. 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 (81)
    See also Journal Article Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2003) View citations (82) (2003)

2001

21. Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
    Scholarly Articles, Harvard University Department of Economics View citations (27)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000)
    Computing in Economics and Finance 1999, Society for Computational Economics (1999) View citations (13)

2000

22. Investing Retirement Wealth? A Life-Cycle Model
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations (46)
    See also Chapter Investing Retirement Wealth: A Life-Cycle Model, NBER Chapters, National Bureau of Economic Research, Inc (2001) View citations (115) (2001)

Journal Articles

2009

1. Lending relationships in the interbank market
   Journal of Financial Intermediation, 2009, 18, (1), 24-48 View citations (352)
2. Optimal Savings with Taxable and Tax-Deferred Accounts
   Review of Economic Dynamics, 2009, 12, (4), 718-735 View citations (45)
   See also Software Item Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts", Computer Codes (2009) (2009)

2008

3. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
   The Review of Financial Studies, 2008, 21, (1), 415-448 View citations (131)
   See also Working Paper Asset Pricing with Limited Risk Sharing and Heterogeneous Agents, CEPR Discussion Papers (2007) View citations (22) (2007)

2007

4. Exploiting short-run predictability
   Journal of Banking & Finance, 2007, 31, (5), 1427-1440 View citations (9)

2005

5. Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence
   Journal of Finance, 2005, 60, (2), 869-904 View citations (313)
   See also Working Paper Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence, CEPR Discussion Papers (2005) View citations (326) (2005)

2003

6. 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 (82)
   See also Working Paper Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk, CEPR Discussion Papers (2003) View citations (81) (2003)

Chapters

2012

1. The Excess Burden of Government Indecision
   A chapter in Tax Policy and the Economy, Volume 26, 2012, pp 125-163 View citations (26)
   See also Working Paper The Excess Burden of Government Indecision, Boston University - Department of Economics (2010) (2010)

2001

2. Investing Retirement Wealth: A Life-Cycle Model
   A chapter in Risk Aspects of Investment-Based Social Security Reform, 2001, pp 439-482 View citations (115)
   See also Working Paper Investing Retirement Wealth? A Life-Cycle Model, Harvard - Institute of Economic Research (2000) View citations (10) (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 Optimal Savings with Taxable and Tax-Deferred Accounts, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) View citations (45) (2009)