Author

Name:
Francisco Gomes
Educations:
Ph D: Harvard U, Economics, 2000
Bachelor: UNL, Econ, 1994
e-mail:
fgomes@london.edu
URL:
http://faculty.london.edu/fgomes/
Ideas:
http://ideas.repec.org/e/pgo69.html
Researcher id:
http://www.researcherid.com/rid/B-6030-2009
Articles 12:

Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets
Claudio Campanale, Carolina Fugazza, Francisco Gomes
Journal of Monetary Economics, vol. 71, 2015, p. 67-83.

Fiscal Policy and Asset Prices with Incomplete Markets
Francisco Gomes, Alexander Michaelides, Valery Polkovnichenko
Review Of Financial Studies, vol. 26, 2013, p. 531-566.

Longevity Risk, Retirement Savings, and Financial Innovation
João Cocco, Francisco Gomes
Journal Of Financial Economics, vol. 103, 2012, p. 507-529.

Lending Relationships in the Interbank Market
João Cocco, Francisco Gomes, Nuno Martins
Journal Of Financial Intermediation, vol. 18, 2009, p. 24-48.

Optimal Savings with Taxable and Tax-Deferred Accounts
Francisco Gomes, Alexander Michaelides, Valery Polkovnichenko
Review of Economic Dynamics, vol. 12, 2009, p. 718-735.

Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
Francisco Gomes, Alexander Michaelides
Review Of Financial Studies, vol. 21, 2008, p. 415-449.

Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds
Francisco Gomes, Laurence Kotlikoff, Luis Viceira
American Economic Review, vol. 98, 2008, p. 297-303.

Exploiting Short-Run Predictability
Francisco Gomes
Journal of Banking and Finance, vol. 31, 2007, p. 1427-1440.

Consumption and Portfolio Choice over the Life Cycle
João Cocco, Francisco Gomes, Pascal Maenhout
Review Of Financial Studies, vol. 18, 2005, p. 491-533.

Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
Francisco Gomes, Alexander Michaelides
Journal Of Finance, vol. 60, 2005, p. 869-904.

Portfolio Choice and Trading Volume with Loss-Averse Investors
Francisco Gomes
Journal of Business, vol. 78, 2005, p. 675-706.

Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labor Income Risk
Francisco Gomes, Alexander Michaelides
Review of Economic Dynamics, vol. 6, 2004, p. 729-766.

Back