Här finner du en lista över litteratur som Kalle tycker är relevant att läsa för att bättre förstå vår metodologi och algoritm

  • Campbell J. Y., J. Cocco, F. Gomes and P. Maenhout, 2001, Investing Retirement Wealth: A life-cycle Model, in John Y. Campbell and Martin Feldstein(eds), Risk Aspects of Social Security Reform, The University of Chicago Press, Chicago, IL.

 

  • Carlsson E., K. Erlandzon and J. Gustavsson, 2008, A Tale of Two Systems: Winners and Losers when moving from Defined Benefit to Defined Contribution Pensions, Mathematical Methods in Economics and Finance 3, 17-39.

 

  • Carroll C. and A. Samwick, 1997, The Nature of Precautionary Wealth, Journal of Monetary Economics 40, 41-71.

 

  • Cocco J.F, 2005, Portfolio Choice in the Presence of Housing, Review of Financial Studies 18, 535-567.

 

  • Cocco J.F, F.J. Gomes and P.J. Maenhout, 2005, Consumption and Portfolio Choice over the Life-Cycle, Review of Financial Studies 18, 491-533.

 

  • Deaton, A., 1991, Saving and liquidity constraints, Econometrica 59, 1221-1248.

 

  • Friedman M., 1957, A Theory of the Consumption Function, Princeton Univ. Press, Princeton, NJ.

 

  • Gomes F. and A. Michaelides, 2005, Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence, Journal of Finance 60, No. 2, 869-904.

 

  • Gourinchas P-O. and J.A. Parker, 2002, Consumption over the life-cycle, Econometrica 70, 47-89.

 

  • Merton R.C., (1971), Optimum Consumption and Portfolio Choice in a Continuous-Time Model, Journal of Economic Theory, 3, 373-413.

 

  • Modigliani, F. and R. Brumberg, 1954, Utility Analysis and the Consumption Function: An Interpretation of Cross-section Data, in K. Kurihara, editor, Post Keynesian Economics, Rutgers University Press, New Brunswick, NJ.

 

  • Samuelson P.A., 1969, Lifetime Portfolio Selection by Dynamic Stochastic Programming, Review of Economics and Statistics 51, 239-246.

 

  • Yao R. and H.H. Zhang, 2005, Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints, Review of Financial Studies 18, 197-238.

 

  • Zeldes, S.P. 1989, Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence, Quarterly Journal of Economics 104, 275-98.