Time-varying relative risk aversion : theoretical mechanism and empirical evidence
Year of publication: |
2024
|
---|---|
Authors: | Liu, Xuan ; Liu, Haiyong ; Cai, Zongwu |
Subject: | Time-varying relative risk aversion | Household-level data | Portfolio choice | GHH preference | Risky shares | Wealth | Labor income | Risikoaversion | Risk aversion | Theorie | Theory | Portfolio-Management | Portfolio selection | Vermögen | Risiko | Risk | Schätzung | Estimation |
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