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Imputing risk tolerance from survey responses

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Risk preferences in the PSID : individual imputations and family covariation

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Imputing risk tolerance from survey responses

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Portfolio rebalancing in general equilibrium

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Risk Preferences in the Psid : Individual Imputations and Family Covariation

Kimball, Miles S.; Sahm, Claudia R.; Shapiro, Matthew D. - 2022

Survey measures of preference parameters provide a means for accounting for otherwise unobserved heterogeneity.This paper presents measures of relative risk tolerance based on responses to survey questions about hypothetical gambles over lifetime income.It discusses how to impute estimates of...

Persistent link: https://www.econbiz.de/10013323489