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How do entrepreneurial portfolios respond to income taxation?
Fossen, Frank M.; Rees, Ray; Rostam-Afschar, Davud; … - 2017
We investigate how personal income taxes affect the portfolio share of personal wealth that entrepreneurs invest in their own business. In a reformulation of the standard portfolio choice model that allows for underreporting of private business income to tax authorities, we show that a fall in...
Persistent link: https://www.econbiz.de/10011671669
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Cyclical risk aversion, precautionary saving and monetary policy
De Paoli, Bianca; Zabczyk, Pawel - 2012
Persistent link: https://www.econbiz.de/10009724922
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The transmission of monetary policy operations through redistributions and durable purchases
Sterk, Vincent; Tenreyro, Silvana - 2013
Persistent link: https://www.econbiz.de/10010340470
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Is one plus one always two? : insuring longevity risk while having multiple savings accounts
Hurwitz, Abigail; Sade, Orly - 2021
Persistent link: https://www.econbiz.de/10014297006
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Relative factor endowments and international portfolio choice
Cuñat, Alejandro (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003731174
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Portfolio allocation and international risk sharing
Benigno, Gianluca; Küçük-Tuger, Hande - 2011
Recent contributions have shown that it is possible to account for the so-called consumptionreal exchange anomaly in models with goods market frictions where international asset trade is limited to a riskless bond. In this paper, we consider a more realistic international asset market structure...
Persistent link: https://www.econbiz.de/10008988794
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Calculating trading book capital : is risk separation appropriate?
Raupach, Peter - 2015
portfolio, one for market risk and one for credit risk. Similar approaches are common in banks’ internal models for economic … capital. Although it is known that joint market and credit risk of certain investments can be larger than the sum of risks … holdings or CDS portfolios – are also affected. There are realistic conditions under which credit risk (represented by ratings …
Persistent link: https://www.econbiz.de/10011299075
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Investment risk appraisal
Serguieva, A.; Hunter, J. - 2000
Persistent link: https://www.econbiz.de/10001572628
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Long run risk model and equity premium puzzle in Thailand
Sartja Duangchaiyoosook; Kilenthong, Weerachart T. - 2021
Persistent link: https://www.econbiz.de/10012582703
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Portfolio liquidation under factor uncertainty
Horst, Ulrich; Xia, Xiaonyu; Zhou, Chao - 2021
liquidation costs. In particular, in our model ambiguity aversion is observationally equivalent to increased risk aversion. This …
Persistent link: https://www.econbiz.de/10012500352