Household portfolio risk

DOI10.1093/ROF/RFU002MaRDI QIDQ4554733zbMATH OpenOpenAlexFDO

Authors Alessandro Bucciol, Raffaele Miniaci

Publication date 9 November 2018

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfu002

zbMATH Keywords

bondsbusiness wealthdebtdepositshouseholds' portfolio riskreal estatestocks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Recommendations

• Household risk aversion and portfolio choices
• Does relative risk aversion vary with wealth? Evidence from households portfolio choice data
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Cited in

(7)

• Household risk aversion and portfolio choices
• Measuring the covariance risk of consumer debt portfolios
• Long-term government debt and household portfolio composition
• Saving Accounts versus Stocks and Bonds in Household Portfolio Allocation
• Household Risk Management and Optimal Mortgage Choice
• Household risk-sharing channels
• Does a Household’s Wealth Determine the Risk Profile of Its Financial Asset Portfolio?

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