Alexander Michaelides
Alexander Michaelides
Professor of Finance, Imperial College Business School
Verified email at - Homepage
Cited by
Cited by
Optimal life‐cycle asset allocation: Understanding the empirical evidence
F Gomes, A Michaelides
The Journal of Finance 60 (2), 869-904, 2005
Winners and losers in housing markets
N Kiyotaki, A Michaelides, K Nikolov
Journal of Money, Credit and Banking 43 (2‐3), 255-296, 2011
Portfolio choice and liquidity constraints
M Haliassos, A Michaelides
International Economic Review 44 (1), 143-177, 2003
Asset pricing with limited risk sharing and heterogeneous agents
F Gomes, A Michaelides
The Review of Financial Studies 21 (1), 415-448, 2008
How deep is the annuity market participation puzzle?
J Inkmann, P Lopes, A Michaelides
The Review of Financial Studies 24 (1), 279-319, 2011
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators
A Michaelides, S Ng
Journal of econometrics 96 (2), 231-266, 2000
Portfolio choice with internal habit formation: A life-cycle model with uninsurable labor income risk
F Gomes, A Michaelides
Review of Economic Dynamics 6 (4), 729-766, 2003
Does buffer-stock saving explain the smoothness and excess sensitivity of consumption?
SC Ludvigson, A Michaelides
American Economic Review 91 (3), 631-647, 2001
Optimal savings with taxable and tax-deferred accounts
F Gomes, A Michaelides, V Polkovnichenko
Review of Economic Dynamics 12 (4), 718-735, 2009
Can the life insurance market provide evidence for a bequest motive?
J Inkmann, A Michaelides
Journal of Risk and Insurance 79 (3), 671-695, 2012
Cyprus: from boom to bail-in
A Michaelides
Economic Policy 29 (80), 639-689, 2014
The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
A Michaelides, A Milidonis, GP Nishiotis, P Papakyriakou
Journal of Financial Economics 116 (3), 526-547, 2015
Fiscal policy and asset prices with incomplete markets
F Gomes, A Michaelides, V Polkovnichenko
The Review of Financial Studies 26 (2), 531-566, 2013
Calibration and computation of household portfolio models
M Haliassos, A Michaelides
L. Guiso and M. Haliassos and T. Jappelli, 55-101, 2002
International portfolio choice, liquidity constraints and the home equity bias puzzle
A Michaelides
Journal of Economic Dynamics and Control 28 (3), 555-594, 2003
Bank capital buffers in a dynamic model
J Mankart, A Michaelides, S Pagratis
Financial Management 49 (2), 473-502, 2020
Private information in currency markets
A Michaelides, A Milidonis, GP Nishiotis
Journal of Financial Economics 131 (3), 643-665, 2019
New evidence on the effects of US monetary policy on exchange rates
S Kalyvitis, A Michaelides
Economics Letters 71 (2), 255-263, 2001
Stock market mean reversion and portfolio choice over the life cycle
A Michaelides, Y Zhang
Journal of Financial and Quantitative Analysis 52 (3), 1183-1209, 2017
Sovereign debt rating changes and the stock market
A Michaelides, A Milidonis, G Nishiotis, P Papakyriakou
CEPR Discussion Paper No. DP8743, 2012
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