The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security

DOI10.1111/1468-0262.00417MaRDI QIDQ5477752zbMATH OpenOpenAlexFDO

Authors Andrew B. Abel

Publication date 29 June 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w9210.pdf

zbMATH Keywords

social securitystock pricesgolden rulebaby boom

Mathematics Subject Classification ID

Models of societies, social and urban evolution (91D10) Mathematical economics (91B99) Economic dynamics (91B55)

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• Education spending, fertility shocks and generational consumption risk
• Investment horizons and asset prices under asymmetric information
• Ambiguity aversion, portfolio choice, and life expectancy
• Demographic structure and capital accumulation
• Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
• Demographic structure and capital accumulation: A quantitative assessment
• Demographic change and real house prices: a general equilibrium perspective
• On the optimal size of social security in the presence of a stock market
• Isometric operators on Hilbert spaces and Wold decomposition of stationary time series

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