An Empirical Analysis of U.S. Aggregate Portfolio Allocations
Year of publication: |
2005-03
|
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Authors: | Normandin, Michel ; St-Amour, Pascal |
Institutions: | Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) |
Subject: | portfolio | factorial pricing | dynamic hedging |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published under the title "An Empirical Analysis of Aggregate Household Portfolios", in: Journal of Banking and Finance , 32(8), August 2008, pp.1583-1597 31 pages |
Classification: | G11 - Portfolio Choice |
Source: |
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