Radke, Marc-Peter; Rupprecht, Manuel - In: Journal of risk and financial management : JRFM 14 (2021) 3/99, pp. 1-40
In this paper, we present a newly generated data set on real returns of households' aggregated asset holdings, which adds additional and more sophisticated information to existing relevant datasets in the literature. To do this, we draw on various datasets from public and private sources and...
