Return expectations and risk aversion heterogeneity in household portfolios
Alessandro Bucciol, Raffaele Miniaci, Sergio Pastorello
| Year of publication: |
January 2017
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| Authors: | Bucciol, Alessandro ; Miniaci, Raffaele ; Pastorello, Sergio |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 40.2017, p. 201-219
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| Subject: | Household finance | Risk aversion | Expectations | Mean variance analysis | Truncated and censored models | Risikoaversion | Portfolio-Management | Portfolio selection | Privater Haushalt | Household | Erwartungsbildung | Expectation formation | Theorie | Theory | Anlageverhalten | Behavioural finance | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011745022