A test of risk vulnerability in the wider population

DOI10.1007/S11238-019-09708-5zbMATH Open1433.91196OpenAlexW2946478128WikidataQ127723916 ScholiaQ127723916MaRDI QIDQ2300599FDOQ2300599

Authors: Philomena M. Bacon, Anna Conte, Peter G. Moffatt 

Publication date: 27 February 2020

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-019-09708-5

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zbMATH Keywords

panel databackground risksurvey datarisk vulnerability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

• Random group effects and the precision of regression estimates
• Risk Vulnerability and the Tempering Effect of Background Risk
• Equilibrium asset prices with undiversifiable labor income risk
• Modeling ordered choices. A primer

Cited In (2)

• Imputing risk tolerance from survey responses
• Higher-order risk vulnerability

Uses Software

• Stata

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