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Loss-aversion and household portfolio choice

Dimmock, Stephen G.; Kouwenberg, Roy - In: Journal of empirical finance 17 (2010) 3, pp. 441-459

Persistent link: https://www.econbiz.de/10009267289

Ambiguity attitudes in a large representative sample

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From boom 'til bust : how loss aversion affects asset prices

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Optimal portfolio choice under loss aversion

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Dynamic asset allocation and down-side risk aversion

Berkelaar, Arjan B.; Kouwenberg, Roy - 2000

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From boom til bust : loss aversion affects asset prices

Berkelaar, Arjan B. (contributor); … - 2000 - [Elektronische Ressource]

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Ambiguity aversion and household portfolio choice puzzles : empirical evidence

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Ambiguity Aversion and Household Portfolio Choice : Empirical Evidence

Dimmock, Stephen G. - 2013

We test the relation between ambiguity aversion and five household portfolio choice puzzles: non- participation, low allocations to equity, home-bias, own-company stock ownership, and portfolio under- diversification. In a representative U.S. household survey, we measure ambiguity aversion using...

Persistent link: https://www.econbiz.de/10013087877

Online Appendix for 'Ambiguity Aversion and Household Portfolio Choice Puzzles : Empirical Evidence'

Dimmock, Stephen G. - 2017

Persistent link: https://www.econbiz.de/10012955743

Ambiguity Aversion and Household Portfolio Choice Puzzles : Empirical Evidence

Dimmock, Stephen G. - 2016

We test the relation between ambiguity aversion and five household portfolio choice puzzles: non-participation in equities, low allocations to equity, home-bias, own-company stock ownership, and portfolio under-diversification. In a representative U.S. household survey, we measure ambiguity...

Persistent link: https://www.econbiz.de/10013007875