Conniffe, Denis; O'Neill, Donal - Institute for the Study of Labor (IZA) - 2009
alternatives and is robust to departures from the benchmark case. We illustrate our estimator by examining the portfolio allocation … our estimator by examining the portfolio allocation decision of Italian
households.
JEL Classification: C25, G11 …
Keywords: missing data, probit model, portfolio allocation, risk aversion
Corresponding author:
Donal O …