Time-varying relative risk aversion : theoretical mechanism and empirical evidence
Xuan Liu, Haiyong Liu, Zongwu Cai
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Xuan ; Liu, Haiyong ; Cai, Zongwu |
| Published in: |
Journal of empirical finance. - [Erscheinungsort nicht ermittelbar] : Elsevier Science, ISSN 0927-5398, ZDB-ID 1496810-1. - Vol. 78.2024, Art.-No. 101535, p. 1-16
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2024.101535 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015132825