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Is relative risk aversion constant? : a reintepretation of recent asset allocation findings at the micro level

Liu, Desu - In: Economics letters 117 (2012) 1, pp. 250-252

Persistent link: https://www.econbiz.de/10009697794

Does relative risk aversion vary with wealth? : evidence from households' portfolio data

Liu, Xuan; Yang, Fang; Cai, Zongwu - 2013

Persistent link: https://www.econbiz.de/10010237493

Do heterogeneous background risks matter to household asset allocation?

Cai, Mingchao; Shi, Jing; Ni, Yang; Pan, Rulu - In: Asia-Pacific journal of financial studies 42 (2013) 4, pp. 563-589

Persistent link: https://www.econbiz.de/10010249026

Heterogeneous background risks and portfolio choice : evidence from micro-level data

Palia, Darius; Qi, Yaxuan; Wu, Yangru - In: Journal of money, credit and banking : JMCB 46 (2014) 8, pp. 1687-1720

Persistent link: https://www.econbiz.de/10010470086

Adding alternative assets : return enhancement, diversification or hedging?

Scherer, Bernd - In: The journal of asset management : a major new, … 22 (2021) 6, pp. 437-442

Persistent link: https://www.econbiz.de/10012659815

Horizon-unbiased investment with ambiguity

Lin, Qian; Sun, Xianming; Zhou, Chao - In: Journal of economic dynamics & control 114 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012502569

Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation

Payá, Ivan; Wang, Peng - In: Journal of empirical finance 38 (2016), pp. 221-235

Persistent link: https://www.econbiz.de/10011663298

Risk Aversion, Life Insurance Holding, And Risky Asset Investment : Theory and Evidence from European Countries

Chu, Hsun; Li, Chu-Shiu; Peng, Sheng-Chang; Tsendsuren, … - 2023

This paper investigates the effects of risk aversion on portfolio choices in terms of life insurance purchase and risky asset investment. The theoretical results show that households with very low degree of risk aversion allocate all of their investments to risky assets and have little desire to...

Persistent link: https://www.econbiz.de/10014350703

Lifetime asset allocation with long run risk and time various risk aversion

Tang, Tao; Luo, Ronghua; Gu, Jing - In: International review of economics & finance : IREF 86 (2023), pp. 230-251

Persistent link: https://www.econbiz.de/10014431337

Ambiguity and private investors' behavior after forced fund liquidations

Meyer, Steffen; Uhr, Charline - In: Journal of financial economics 156 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015072318

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