Asset allocation over the life cycle: How much do taxes matter?
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DOI: 10.1016/j.jedc.2013.05.012
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- Dahlquist, Magnus & Vestman, Roine & Setty, Ofer, 2016. "On the Asset Allocation of a Default Pension Fund," CEPR Discussion Papers 11052, C.E.P.R. Discussion Papers.
- Roine Vestman & Ofer Setty & Magnus Dahlquist, 2017. "On the Asset Allocation of a Default Pension Fund," 2017 Meeting Papers 255, Society for Economic Dynamics.
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More about this item
Keywords
Portfolio choice; Life cycle asset allocation; Taxation; Unspanned labor income;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- H24 - Public Economics - - Taxation, Subsidies, and Revenue - - - Personal Income and Other Nonbusiness Taxes and Subsidies
Statistics
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