Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern

DOI10.1007/BF02425194zbMath1153.91697MaRDI QIDQ1000368

Seki Asano, Toshiaki Tachibanaki

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

zbMATH Keywords

portfolio selection; relative risk aversion; tobit; household data

Mathematics Subject Classification ID

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures