Alexander Michaelides

Alexander Michaelides

Imperial College London

H-index: 24

Europe-United Kingdom

About Alexander Michaelides

Alexander Michaelides, With an exceptional h-index of 24 and a recent h-index of 17 (since 2020), a distinguished researcher at Imperial College London, specializes in the field of macroeconomics-finance: heterogeneous agent models, portfolio choice, asset pricing.

His recent articles reflect a diverse array of research interests and contributions to the field:

Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems

Firm-level climate regulatory exposure

Understanding Japanese Household Portfolios

Stock Market Ownership Transitions

Pension Plan Systems and Asset Prices

Shock Absorbers and Transmitters: The Dual Role of Bank Specialization

Lebanon: from Dollars to Lollars

Life-cycle portfolio choice with imperfect predictors

Alexander Michaelides Information

University

Position

Professor of Finance Business School

Citations(all)

3879

Citations(since 2020)

1306

Cited By

3214

hIndex(all)

24

hIndex(since 2020)

17

i10Index(all)

38

i10Index(since 2020)

21

Email

University Profile Page

Imperial College London

Google Scholar

View Google Scholar Profile

Alexander Michaelides Skills & Research Interests

macroeconomics-finance: heterogeneous agent models

portfolio choice

asset pricing

Top articles of Alexander Michaelides

Title

Journal

Author(s)

Publication Date

Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems

Available at SSRN 4406011

Nuno Coimbra

Francisco Gomes

Alexander Michaelides

Jialu Shen

2023/3/31

Firm-level climate regulatory exposure

Available at SSRN 3873886

Salim Baz

Lara Cathcart

Alexander Michaelides

Yi Zhang

2023/3/31

Understanding Japanese Household Portfolios

Available at SSRN 3832657

Kosuke Aoki

Alexander Michaelides

Kalin Nikolov

2023/2/1

Stock Market Ownership Transitions

Available at SSRN 2972173

Yosef Bonaparte

George M Korniotis

Alok Kumar

Alexander Michaelides

Yuxin Zhang

2023

Pension Plan Systems and Asset Prices

Nuno Coimbra

Francisco Gomes

Alexander Michaelides

Jialu Shen

2022/2/1

Shock Absorbers and Transmitters: The Dual Role of Bank Specialization

Rajkamal Iyer

Alexander Michaelides

Sotirios Kokas

José-Luis Peydró

2022/6/29

Lebanon: from Dollars to Lollars

Available at SSRN 4254934

Salim Baz

Lara Cathcart

Alexander Michaelides

2022/12/19

Life-cycle portfolio choice with imperfect predictors

Journal of Banking & Finance

Alexander Michaelides

Yuxin Zhang

2022/2/1

Inflation, money demand and portfolio choice

Kosuke Aoki

Alexander Michaelides

Kalin Nikolov

Yuxin Zhang

2022/4/25

Strategic Asset Allocation for Sovereign Wealth Funds

Available at SSRN 4280401

Alexander Michaelides

Yuxin Zhang

2022/11/18

Limiting fiscal procyclicality: Evidence from resource-dependent countries

Economic Modelling

Leonor Coutinho

Dimitrios Georgiou

Maria Heracleous

Alexander Michaelides

Stella Tsani

2022/1/1

Pension Underfunding and the Expected Return on Pension Assets: The Impact of the 2008 Financial Crisis

Available at SSRN 3343781

Alexander Michaelides

Andreas Milidonis

Panayiotis Papakyriakou

2022/4/5

(In) Dependent Central Banks

Available at SSRN 4262695

Vasso Ioannidou

Sotirios Kokas

Thomas Lambert

Alexander Michaelides

2022/10/31

Tactical target date funds

Management Science

Francisco Gomes

Alexander Michaelides

Yuxin Zhang

2022/4

What is the Value of Financial News?

Available at SSRN 4251414

Salim Baz

Lara Cathcart

Alexander Michaelides

2022/10/18

Family portfolio choice over the life cycle

Available at SSRN 3965481

Joachim Inkmann

Alexander Michaelides

Yuxin Zhang

2022/3/22

Shock Absorbers and Transmitters: The Dual Facets of Bank Specialization

Available at SSRN 4180127

Rajkamal Iyer

Sotirios Kokas

Alexander Michaelides

José-Luis Peydró

2022/8/3

On optimal allocations of target-date funds

The Journal of Retirement

Radu Gabudean

Francisco Gomes

Alexander Michaelides

Yuxin Zhang

2021/9/29

Corporate pension plan funding levels and the expected return assumption

SSRN Electronic Journal. doi

Alexander Michaelides

Andreas Milidonis

Panayiotis Papakyriakou

2020/7

Bank capital buffers in a dynamic model

Financial Management

Jochen Mankart

Alexander Michaelides

Spyros Pagratis

2018/9/17

See List of Professors in Alexander Michaelides University(Imperial College London)

Co-Authors

H-index: 57
Serena Ng

Serena Ng

Columbia University in the City of New York

H-index: 44
Nicholas Sambanis

Nicholas Sambanis

University of Pennsylvania

H-index: 42
Sydney C Ludvigson

Sydney C Ludvigson

New York University

H-index: 30
Angelos Bilas

Angelos Bilas

University of Crete

H-index: 28
Michael Haliassos

Michael Haliassos

Goethe-Universität Frankfurt am Main

H-index: 21
Francisco Gomes

Francisco Gomes

London Business School

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