Alexander Michaelides

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0343-3958

Department of Finance, Imperial College Business School, London SW7 2AZ, United Kingdom

Publications

• Inflation, Money Demand, and Portfolio Choice — Management Science 2026
• Stock Market Ownership Transitions — Management Science 2025
• Tactical Target Date Funds — Management Science 2022
• Private information in currency markets — Journal of Financial Economics 2019
• Stock Market Mean Reversion and Portfolio Choice over the Life Cycle — Journal of Financial and Quantitative Analysis 2017
• The adverse effects of systematic leakage ahead of official sovereign debt rating announcements — Journal of Financial Economics 2015
• Fiscal Policy and Asset Prices with Incomplete Markets — The Review of Financial Studies 2013
• How Deep Is the Annuity Market Participation Puzzle? — The Review of Financial Studies 2011
• Asset Pricing with Limited Risk Sharing and Heterogeneous Agents — The Review of Financial Studies 2008
• Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence — The Journal of Finance 2005
• Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? — American Economic Review 2001
• Asset Pricing and Risk-Sharing Implications of Alternative Pension Plan Systems — The Journal of Finance