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Campbell, John Y. - 2000

Persistent link: https://www.econbiz.de/10001459128

Fight or flight? : Portfolio rebalancing by individual investors

Calvet, Laurent E.; Campbell, John Y.; Sodini, Paolo - 2008

"This paper investigates the dynamics of individual portfolios in a unique dataset containing the disaggregated wealth of all households in Sweden. Between 1999 and 2002, we observe little aggregate rebalancing in the financial portfolio of participants. These patterns conceal strong...

Persistent link: https://www.econbiz.de/10003740410

Fight or flight? : Portfolio rebalancing by individual investors

Calvet, Laurent E.; Campbell, John Y.; Sodini, Paolo - In: The quarterly journal of economics 124 (2009) 1, pp. 301-348

Persistent link: https://www.econbiz.de/10003860736

Fight or Flight? Portfolio Rebalancing by Individual Investors

Calvet, Laurent E. - 2013

This paper investigates the dynamics of individual portfolios in a unique dataset containing the disaggregated wealth of all households in Sweden. Between 1999 and 2002, we observe little aggregate rebalancing in the financial portfolio of participants. These patterns conceal strong...

Persistent link: https://www.econbiz.de/10012753525

Fight or Flight? Portfolio Rebalancing by Individual Investors

Calvet, Laurent E. - 2008

Persistent link: https://www.econbiz.de/10012464470

What Drives Booms and Busts in Value?

Campbell, John Y.; Giglio, Stefano; Polk, Christopher - 2023

inter-temporal CAPM. In this model, the shocks that move value returns include shocks to the expected cash flows of the … strategy, and finds that average returns, ICAPM risk exposures, and the explanatory power of ICAPM shocks for portfolio returns …

Persistent link: https://www.econbiz.de/10014351403