Now showing items 1-4 of 4

    • Retirement Planning: Portfolio Choice for Long-Term Investors 

      Erlandzon, Karl (2008)
      Retirement Planning: Portfolio Choice for Long-Term Investors Abstract This thesis consists of four papers. Common to the first three papers is the framework for analysis; a life-cycle model of a borrowing-constrained ...
    • Retirement Planning: Portfolio Choice for Long-Term Investors 

      Erlandzon, Karl (2008-05-22)
      This thesis consists of four papers. Common to the first three papers is the framework for analy- sis; a life-cycle model of a borrowing-constrained individual’s consumption and portfolio choices in the presence of ...
    • The Bright Side of Shiller-Swaps: a solution to inter-generational risk sharing 

      Erlandzon, Karl; Carlsson, Evert (2006)
      This paper investigates the diversification demand of an agent, who is faced with the alternative to swap aggregate labour-income risk for equity-exposure, through her individual account in a mandatory-pension scheme. The ...
    • The Dark Side of Wage Indexed Pensions 

      Erlandzon, Karl; Carlsson, Evert (2005)
      This paper investigates some welfare effects of forced saving through a mandatory pension scheme. The framework for the analysis is a life-cycle model of a borrowing constrained individual´s consumption and portfolio choice ...