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Details about Francisco Gomes

E-mail:
Homepage:http://faculty.london.edu/fgomes/
Phone:(44) 2072625050
Postal address:Assistant Professor of Finance London Business School Regent's Park London NW1 4SA
Workplace:London Business School (LBS), (more information at EDIRC)

Access statistics for papers by Francisco Gomes.

Last updated 2012-12-03. Update your information in the RePEc Author Service.

Short-id: pgo69


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Working Papers

2012

  1. Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (6)
  2. Risk and Returns to Education
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2010

  1. Quantifying the Distortionary Fiscal Cost of ‘The Bailout’
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Papers, Central Bank of Cyprus (2009) Downloads
  2. The Excess Burden of Government Indecision
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (3)
    Working Papers, University of Michigan, Michigan Retirement Research Center (2006) Downloads View citations (2)

    See also Chapter (2012)

2009

  1. Longevity Risk and Retirement Savings
    2009 Meeting Papers, Society for Economic Dynamics Downloads

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 Downloads View citations (37)

2007

  1. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    See also Journal Article in Review of Financial Studies (2008)
  2. Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy
    2007 Meeting Papers, Society for Economic Dynamics Downloads

2006

  1. 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) Downloads View citations (2)

2005

  1. (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
    FMG Discussion Papers, Financial Markets Group Downloads
  2. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (208)
    See also Journal Article in Journal of Finance (2005)

2004

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

2003

  1. (UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems
    FMG Discussion Papers, Financial Markets Group Downloads
  2. (UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    FMG Discussion Papers, Financial Markets Group Downloads
  3. Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (29)
    See also Journal Article in Review of Economic Dynamics (2003)

2001

  1. Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (12)
    Also in Computing in Economics and Finance 1999, Society for Computational Economics (1999) View citations (13)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000) Downloads

2000

  1. Investing Retirement Wealth? A Life-Cycle Model
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (40)

    See also Chapter (2001)

Journal Articles

2009

  1. Lending relationships in the interbank market
    Journal of Financial Intermediation, 2009, 18, (1), 24-48 Downloads View citations (214)
  2. Optimal Savings with Taxable and Tax-Deferred Accounts
    Review of Economic Dynamics, 2009, 12, (4), 718-735 Downloads View citations (29)
    See also Software Item (2009)

2008

  1. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
    Review of Financial Studies, 2008, 21, (1), 415-448 Downloads View citations (86)
    See also Working Paper (2007)

2007

  1. Exploiting short-run predictability
    Journal of Banking & Finance, 2007, 31, (5), 1427-1440 Downloads View citations (6)

2005

  1. Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence
    Journal of Finance, 2005, 60, (2), 869-904 Downloads View citations (180)
    See also Working Paper (2005)

2003

  1. Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk
    Review of Economic Dynamics, 2003, 6, (4), 729-766 Downloads View citations (42)
    See also Working Paper (2003)

Chapters

2012

  1. The Excess Burden of Government Indecision
    A chapter in Tax Policy and the Economy, Volume 26, 2012, pp 125-163 Downloads View citations (7)
    See also Working Paper (2010)

2001

  1. Investing Retirement Wealth: A Life-Cycle Model
    A chapter in Risk Aspects of Investment-Based Social Security Reform, 2001, pp 439-482 Downloads View citations (59)
    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 Downloads
    See also Journal Article in Review of Economic Dynamics (2009)
 
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