Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733)
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scientific article; zbMATH DE number 6915667
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| English | Does relative risk aversion vary with wealth? Evidence from households portfolio choice data |
scientific article; zbMATH DE number 6915667 |
Statements
Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (English)
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9 August 2018
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time-varying relative risk aversion
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habit formation preference
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micro-data
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labor income
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portfolio choice
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0.8976543
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0.8717985
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0.8661979
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0.8601208
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0.85955703
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0.8513596
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0.84954304
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