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The Distribution of Wealth in Sweden: Trends and Driving factors

Klevmarken, N. Anders - 2006

Reviewing trends in the Swedish distribution of wealth it is demonstrated that the baby-boom cohorts have become relatively wealthy, both in terms of private wealth and in claims on the pension system. Results from a simulation model suggest that the elderly in the future will no longer belong...

Persistent link: https://www.econbiz.de/10010321589

Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data

Andersson, Björn - 2001

This paper provides empirical evidence on life-cycle patterns in the asset allocation of Swedish households. Data on household portfolio allocation are collected from the HINK surveys for the period 1982-1992, and portfolio shares of different asset categories are regressed on age, period, and...

Persistent link: https://www.econbiz.de/10010321812

Mean-variance & mean-VaR portfolio selection: A simulation based comparison in the Czech crisis environment

Parrák, Radovan; Seidler, Jakub - 2010

This paper focuses on two methods for optimum portfolio selection. We compare Mean-Variance method with Mean-VaR method … by the means of investment simulation, based on Czech financial market data from turbulent market periods of the year … a consequence of our results, it seems that it is worth to adhering investment decisions to outputs of optimisation …

Persistent link: https://www.econbiz.de/10010322278

Equity home bias in the Czech Republic

Báťa, Karel - 2010

Investors reveal a tendency to prefer domestic over foreign equities despite the financial losses. From institutional perspective the factors that cause home biasness are the barriers to entry the foreign markets, transaction costs, illiquidity, asymmetric information and information costs,...

Persistent link: https://www.econbiz.de/10010322330