Search for dissertations about: "karl erlandzon"

Found 1 swedish dissertation containing the words karl erlandzon.

2. 1. Retirement Planning: Portfolio Choice for Long-Term Investors

   Author : Karl Erlandzon; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Life-cycle; portfolio choice; pensions; Shiller-swap; defined contribution; defined benefit;

   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