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Does Household Finance Matter? Small Financial Errors with Large Social Costs
Bhamra, Harjoat Singh - 2018
Households with familiarity biases tilt their portfolios toward a few risky assets. The resulting mean-variance loss from portfolio underdiversification is equivalent to only a modest reduction of about 1 percent per year in a household's portfolio return. However, once we consider also the...
Persistent link: https://www.econbiz.de/10012936546
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Does household finance matter? : small financial errors with large social costs
Bhamra, Harjoat Singh; Uppal, Raman - 2017
Persistent link: https://www.econbiz.de/10011817171
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Does household finance matter? : small financial errors with large social costs
Bhamra, Harjoat Singh; Uppal, Raman - In: The American economic review 109 (2019) 3, pp. 1116-1154
Persistent link: https://www.econbiz.de/10011992891
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The welfare cost of ignoring the beta
Gollier, Christian - 2024
Persistent link: https://www.econbiz.de/10015045082
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Optimale Risikoallokation in Zulieferer-Abnehmer-Systemen
Lorth, Michael - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001522059
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Network Versus Portfolio Structure in Financial Systems
Kobayashi, Teruyoshi - 2013
allocation of external assets that minimizes systemic risk varies with the topology of the financial network as long as asset …
Persistent link: https://www.econbiz.de/10013082656
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The Topology of Overlapping Portfolio Networks
Guo, Weilong - 2018
This paper analyzes the topology of the network of common asset holdings, where nodes represent managed portfolios and … links, where weak links are those that lead to significant liquidations. We explore the applications of this network … factors. The network of weak links has a scale free structure, similar to financial networks of balance sheet exposures …
Persistent link: https://www.econbiz.de/10012937205
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Optimization of systemic risk : reallocation of assets based on bank networks
Wang, Hu; Li, Shouwei - In: Journal of risk 23 (2020/2021) 3, pp. 31-56
Persistent link: https://www.econbiz.de/10012500294
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A network approach to portfolio selection
Peralta, Gustavo; Zareei, Abalfazl - In: Journal of empirical finance 38 (2016), pp. 157-180
Persistent link: https://www.econbiz.de/10011663236