Life-cycle portfolio choice with imperfect predictors

Keyphrases

• Asset Allocation 50%
• Average Life 50%
• Demand Changes 50%
• Expected Returns 100%
• Expected Stock Returns 100%
• Financial Wealth 50%
• Household Filter 50%
• Imperfect Predictors 100%
• Labor Income Risk 50%
• Life-cycle Model 50%
• Life-cycle Portfolio Choice 100%
• Optimal Portfolio Selection 50%
• Stock Return Predictability 50%
• Stock Returns 100%
• Wealth Accumulation 50%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Life Cycle 100%
• Life Cycle Model 25%
• Portfolio Choice 100%
• Portfolio Selection 25%
• Wealth 50%