The demand for risky assets: Sample selection and household portfolios
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Publication:1580342
DOI10.1016/S0304-4076(99)00069-XzbMATH Open0951.62097WikidataQ128018564 ScholiaQ128018564MaRDI QIDQ1580342FDOQ1580342
Authors: William R. M. Perraudin, Bent E. Sørensen 
Publication date: 3 January 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Recommendations
- Saving Accounts versus Stocks and Bonds in Household Portfolio Allocation
- Estimation of asset demands by heterogeneous agents
- Demand for risky financial assets: A portfolio analysis
- Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern
- The demand for a risky asset in the presence of a background risk
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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Cited In (8)
- Does relative risk aversion vary with wealth? Evidence from households portfolio choice data
- Does a Household’s Wealth Determine the Risk Profile of Its Financial Asset Portfolio?
- THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS
- On user costs of risky monetary assets
- Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern
- Estimation of asset demands by heterogeneous agents
- Do disaster expectations explain household portfolios?
- Demand for risky financial assets: A portfolio analysis
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