LSE creators

Number of items: 36.
None
  • Michaelides, Alexander, Grant, Charles, Koulovatianos, Christos, Padula, Mario (2012). Replication data for: Evidence on the Insurance Effect of Redistributive Taxation. [Dataset]. Harvard Dataverse. https://doi.org/10.7910/dvn/bitkqy
  • Inkmann, Joachim, Lopes, Paula, Michaelides, Alexander (2011). How deep is the annuity market participation puzzle? Review of Financial Studies, 24(1), 279-319. https://doi.org/10.1093/rfs/hhq080
  • Grant, Charles, Koulovatianos, Christos, Michaelides, Alexander, Padula, Mario (2010). Evidence on the insurance effect of redistributive taxation. Review of Economics and Statistics, 92(4), 965-973. https://doi.org/10.1162/REST_a_00040
  • Gomes, Francisco, Michaelides, Alexander, Polkovnichenko, Valery (2009). Optimal savings with taxable and tax-deferred accounts. Review of Economic Dynamics, 12(4), 718-735. https://doi.org/10.1016/j.red.2009.01.004
  • Grant, Charles, Koulovatianos, Christos, Michaelides, Alexander, Padula, Mario (2008). Evidence on the insurance effect of marginal income taxes. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco, Michaelides, Alexander (2008). Asset pricing with limited risk sharing and heterogeneous agents. Review of Financial Studies, 21(1), 415-448. https://doi.org/10.1093/rfs/hhm063
  • Sambanis, N., Michaelides, Alexander (2008). A comment on diagnostic tools for counterfactual inference. Political Analysis, 17(1), 89-106. https://doi.org/10.1093/pan/mpm032
  • Lopes, Paula, Michaelides, Alexander (2007). Rare events and annuity market participation. Finance Research Letters, 4(2), 82-91. https://doi.org/10.1016/j.frl.2006.12.001
  • Gomes, Francisco, Michaelides, Alexander (2007). Asset pricing with limited risk sharing and heterogeneous agents. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco, Michaelides, Alexander (2005-02-10 - 2005-02-12) Asset pricing with limited risk sharing and heterogeneous agents [Paper]. 15th Utah Winter Finance Conference, Utah, United States, USA.
  • Gomes, Francisco, Michaelides, Alexander (2005). Optimal life-cycle asset allocation: understanding the empirical evidence. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco, Michaelides, Alexander, Polkovnichenko, Valery (2005). Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco, Michaelides, Alexander, Polkovnichenko, Valery (2004). Portfolio choice and wealth accumulation with taxable and tax-deferred accounts. (Financial Markets Group Discussion Papers 519). Financial Markets Group, The London School of Economics and Political Science.
  • Gomes, Francisco, Michaelides, Alexander (2004-07-01 - 2004-07-03) Aggregate implications of defined benefit and defined contribution systems [Paper]. Society for Economic Dynamics 2004 Annual Meeting, Florence, Italy, ITA.
  • Gomes, Francisco, Michaelides, Alexander (2003). Portfolio choice with internal habit formation: a life-cycle model with uninsurable labour income risk. Centre for Economic Policy Research (Great Britain).
  • Haliassos, Michael, Michaelides, Alexander (2003). Portfolio choice and liquidity constraints. International Economic Review, 44(1), 143-177. https://doi.org/10.1111/1468-2354.t01-1-00065
  • Grant, Charles, Koulovantianos, Christos, Michaelides, Alexander, Padula, Mario (2002-09-27 - 2002-09-29) Redistributive policies through taxation: theory and evidence [Paper]. Dynamic Aspects of Policy Reforms, Vienna, Austria, AUT.
  • Grant, Charles, Koulovantianos, Christos, Michaelides, Alexander, Padula, Mario (2002-05-20 - 2002-05-21) Redistributive policies through taxation: theory and evidence [Paper]. New Developments in Fiscal Policy Analysis, Barcelona, Spain, ESP.
  • Haliassos, Michael, Michaelides, Alexander (2002). Calibration and computation of household portfolio models. In Guiso, Luiji, Haliassos, Michael, Jappelli, Tullio (Eds.), Household Portfolios (pp. 55-102). MIT Press.
  • Abdelkhalek, Ahmed, Bilas, Angelos, Michaelides, Alexander (2002). Parallelization and performance of portfolio choice models. In Ni, Lionel M., Valero, Mateo (Eds.), Proceedings of the 2001 International Conference on Parallel Processing (pp. 277-286). IEEE Computer Society.
  • Michaelides, Alexander (2001). International portfolio choice: liquidity constraints and the home equity bias puzzle. Centre for Economic Policy Research (Great Britain).
  • Michaelides, Alexander (2001). Portfolio choice, liquidity constraints and stock market mean reversion. Centre for Economic Policy Research (Great Britain).
  • Haliassos, Michael, Michaelides, Alexander (2001). Portfolio choice and liquidity constraints. Centre for Economic Policy Research (Great Britain).
  • Ludvigson, Sydney C., Michaelides, Alexander (2001). Does buffer stock saving explain the smoothness and excess sensitivity of consumption? American Economic Review, 91(3), 631-647. https://doi.org/10.1257/aer.91.3.631
    • Public
  • Inkmann, Joachim, Lopes, Paula, Michaelides, Alexander (2007). How deep is the annuity market participation puzzle? (Financial Markets Group Discussion Papers 593). Financial Markets Group, The London School of Economics and Political Science.
  • Lopes, Paula, Michaelides, Alexander (2005). Rare events and annuity market participation. (Financial Markets Group Discussion Papers 553). Financial Markets Group, The London School of Economics and Political Science.
  • Michaelides, Alexander, Gomes, Francisco J. (2005). Optimal life cycle asset allocation : understanding the empirical evidence. Journal of Finance, 60(2), 869-904. https://doi.org/10.1111/j.1540-6261.2005.00749.x
  • Gomes, Francisco, Michaelides, Alexander (2005). Asset pricing with limited risk sharing and heterogeneous agents. (Financial Markets Group Discussion Papers 537). Financial Markets Group, The London School of Economics and Political Science.
  • Gomes, Francisco, Michaelides, Alexander (2004). A human capital explanation for an asset allocation puzzle? (Financial Markets Group Discussion Papers 491). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Michaelides, Alexander (2003). International portfolio choice, liquidity constraints and the home equity bias puzzle. Journal of Economic Dynamics and Control, 28(3), 555-594.
  • Gomes, Francisco, Michaelides, Alexander (2003). Optimal life-cycle asset allocation: understanding the empirical evidence. (Financial Markets Group Discussion Papers 474). Financial Markets Group, The London School of Economics and Political Science.
  • Gomes, Francisco J., Michaelides, Alexander (2003). Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk. Review of Economic Dynamics, 6(4), 729-766. https://doi.org/10.1016/S1094-2025(03)00059-0
  • Gomes, Francisco, Michaelides, Alexander (2003). Aggregate implications of defined benefit and defined contribution systems. (Financial Markets Group Discussion Papers 469). Financial Markets Group, The London School of Economics and Political Science.
  • Michaelides, Alexander (2003). A reconciliation of two alternative approaches towards buffer stock saving. Economics Letters, 79(1), 137-143.
  • Kalyvitis, Sarantis, Michaelides, Alexander (2001). New evidence on the effects of US monetary policy on exchange rates. Economics Letters, 71(2), 255-263. https://doi.org/10.1016/S0165-1765(01)00375-5
  • Michaelides, Alexander, Ng, Serena (2000). Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators. Journal of Econometrics, 96(2), 231-266. https://doi.org/10.1016/S0304-4076(99)00058-5