Does relative risk aversion vary with wealth? : evidence from households׳ portfolio choice data
Xuan Liu, Fang Yang, Zongwu Cai
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Liu, Xuan ; Yang, Fang ; Cai, Zongwu |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 69.2016, p. 229-248
|
| Subject: | Time-varying relative risk aversion | Habit formation preference | Micro-data | Labor income | Portfolio choice | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Theorie | Theory | Vermögen | Wealth | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2016.05.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011708541