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Heterogeneous Background Risks and Portfolio Choice : Evidence from Micro-Level Data

Palia, Darius - 2014

We construct a set of household-level background risk variables to capture the covariance structure of three nonfinancial assets and two financial assets. These risks are in general statistically significant and economically important for a household's stock market participation and stock...

Persistent link: https://www.econbiz.de/10012708499

Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data

PALIA, DARIUS; QI, YAXUAN; WU, YANGRU - In: Journal of Money, Credit and Banking 46 (2014) 8, pp. 1687-1720

We construct a set of household‐level background risk variables to capture the covariance structure of three nonfinancial assets and two financial assets. These risks are in general statistically significant and economically important for a household's stock market participation and...

Persistent link: https://www.econbiz.de/10011085289

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