Items where Author is "Michaelides, Alexander"

Inkmann, Joachim, Lopes, Paula ORCID: 0009-0009-7391-7788 and Michaelides, Alexander (2011) How deep is the annuity market participation puzzle? Review of Financial Studies, 24 (1). pp. 279-319. ISSN 0893-9454

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2009) Optimal savings with taxable and tax-deferred accounts. Review of Economic Dynamics, 12 (4). pp. 718-735. ISSN 1094-2025

Grant, Charles, Koulovatianos, Christos, Michaelides, Alexander and Padula, Mario (2008) Evidence on the insurance effect of marginal income taxes. . Centre for Economic Policy Research (Great Britain), London, UK.

Gomes, Francisco and Michaelides, Alexander (2008) Asset pricing with limited risk sharing and heterogeneous agents. Review of Financial Studies, 21 (1). pp. 415-448. ISSN 0893-9454

Sambanis, N. and Michaelides, Alexander (2008) A comment on diagnostic tools for counterfactual inference. Political Analysis, 17 (1). pp. 89-106. ISSN 1047-1987

Inkmann, Joachim, Lopes, Paula ORCID: 0009-0009-7391-7788 and Michaelides, Alexander (2007) How deep is the annuity market participation puzzle? Financial Markets Group Discussion Papers (593). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lopes, Paula ORCID: 0009-0009-7391-7788 and Michaelides, Alexander (2007) Rare events and annuity market participation. Finance Research Letters, 4 (2). pp. 82-91. ISSN 1544-6123

Gomes, Francisco and Michaelides, Alexander (2007) Asset pricing with limited risk sharing and heterogeneous agents. . Centre for Economic Policy Research (Great Britain), London, UK.

Lopes, Paula ORCID: 0009-0009-7391-7788 and Michaelides, Alexander (2005) Rare events and annuity market participation. Financial Markets Group Discussion Papers (553). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Michaelides, Alexander and Gomes, Francisco J. (2005) Optimal life cycle asset allocation : understanding the empirical evidence. Journal of Finance, 60 (2). pp. 869-904. ISSN 1540-6261

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. Financial Markets Group Discussion Papers (537). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. In: 15th Utah Winter Finance Conference, 2005-02-10 - 2005-02-12, Utah, United States, USA. (Submitted)

Gomes, Francisco and Michaelides, Alexander (2005) Optimal life-cycle asset allocation: understanding the empirical evidence. . Centre for Economic Policy Research (Great Britain), London, UK.

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2005) Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. . Centre for Economic Policy Research (Great Britain), London, UK.

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2004) Portfolio choice and wealth accumulation with taxable and tax-deferred accounts. Financial Markets Group Discussion Papers (519). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2004) Aggregate implications of defined benefit and defined contribution systems. In: Society for Economic Dynamics 2004 Annual Meeting, 2004-07-01 - 2004-07-03, Florence, Italy, ITA. (Submitted)

Gomes, Francisco and Michaelides, Alexander (2004) A human capital explanation for an asset allocation puzzle? Financial Markets Group Discussion Papers (491). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Michaelides, Alexander (2003) International portfolio choice, liquidity constraints and the home equity bias puzzle. Journal of Economic Dynamics and Control, 28 (3). pp. 555-594. ISSN 0165-1889

Gomes, Francisco and Michaelides, Alexander (2003) Optimal life-cycle asset allocation: understanding the empirical evidence. Financial Markets Group Discussion Papers (474). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco J. and Michaelides, Alexander (2003) Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk. Review of Economic Dynamics, 6 (4). pp. 729-766. ISSN 1094-2025

Gomes, Francisco and Michaelides, Alexander (2003) Aggregate implications of defined benefit and defined contribution systems. Financial Markets Group Discussion Papers (469). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2003) Portfolio choice with internal habit formation: a life-cycle model with uninsurable labour income risk. . Centre for Economic Policy Research (Great Britain), London, UK.

Michaelides, Alexander (2003) A reconciliation of two alternative approaches towards buffer stock saving. Economics Letters, 79 (1). pp. 137-143. ISSN 0165-1765

Haliassos, Michael and Michaelides, Alexander (2003) Portfolio choice and liquidity constraints. International Economic Review, 44 (1). pp. 143-177. ISSN 0020-6598

Grant, Charles, Koulovantianos, Christos, Michaelides, Alexander and Padula, Mario (2002) Redistributive policies through taxation: theory and evidence. In: Dynamic Aspects of Policy Reforms, 2002-09-27 - 2002-09-29, Vienna, Austria, AUT. (Submitted)

Grant, Charles, Koulovantianos, Christos, Michaelides, Alexander and Padula, Mario (2002) Redistributive policies through taxation: theory and evidence. In: New Developments in Fiscal Policy Analysis, 2002-05-20 - 2002-05-21, Barcelona, Spain, ESP. (Submitted)

Haliassos, Michael and Michaelides, Alexander (2002) Calibration and computation of household portfolio models. In: Guiso, Luiji, Haliassos, Michael and Jappelli, Tullio, (eds.) Household Portfolios. MIT Press, Cambridge, Mass., USA, pp. 55-102. ISBN 0262072211

Abdelkhalek, Ahmed, Bilas, Angelos and Michaelides, Alexander (2002) Parallelization and performance of portfolio choice models. In: Ni, Lionel M. and Valero, Mateo, (eds.) Proceedings of the 2001 International Conference on Parallel Processing. IEEE Computer Society, Valencia, Spain, pp. 277-286. ISBN 0769512577

Michaelides, Alexander (2001) International portfolio choice: liquidity constraints and the home equity bias puzzle. . Centre for Economic Policy Research (Great Britain), London, UK.

Michaelides, Alexander (2001) Portfolio choice, liquidity constraints and stock market mean reversion. . Centre for Economic Policy Research (Great Britain), London, UK.

Kalyvitis, Sarantis and Michaelides, Alexander (2001) New evidence on the effects of US monetary policy on exchange rates. Economics Letters, 71 (2). pp. 255-263. ISSN 0165-1765

Haliassos, Michael and Michaelides, Alexander (2001) Portfolio choice and liquidity constraints. . Centre for Economic Policy Research (Great Britain), London, UK.

Ludvigson, Sydney C. and Michaelides, Alexander (2001) Does buffer stock saving explain the smoothness and excess sensitivity of consumption? American Economic Review, 91 (3). pp. 631-647. ISSN 0002-8282

Michaelides, Alexander and Ng, Serena (2000) Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators. Journal of Econometrics, 96 (2). pp. 231-266. ISSN 0304-4076