Search for dissertations about: "Shiller-swap"
Found 2 swedish dissertations containing the word Shiller-swap.
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1. After Work - Investing for Retirement
Abstract : The first three papers are the result of work on various aspects of pension savings. The framework for analysis and common to all papers; is a life-cycle model of a borrowing-constrained individual's consumption- and portfolio-choices in the presence of uncertain labour-income. READ MORE
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2. 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 individual's consumption- and portfolio choices in the presence of uncertain labour income. The income process, taxes and pension systems are also realistically calibrated. READ MORE