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The risk parity portfolio and the low-risk asset anomaly
Omori, Kozo - In: Public policy review 9 (2013) 3, pp. 491-513
Persistent link: https://www.econbiz.de/10010190451
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A Multiplier Approach to Understanding the Macro Implications of Household Finance
Chien, YiLi - 2007
aggregate risk created by non-participants. We calibrate the heterogeneity in trading technologies to match the equity premium … and the risk-free rate. The calibrated model reproduces the skewness and kurtosis of the wealth distribution in the data … volatility of the risk-free rate …
Persistent link: https://www.econbiz.de/10012465060
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Labor income risk and households' risky asset holdings
Becker, Gideon; Dimpfl, Thomas - In: Studies in economics and finance 33 (2016) 2, pp. 262-280
Persistent link: https://www.econbiz.de/10011719146
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Aggregate risk and efficiency of mutual funds
Kucinskas, Simas - In: Journal of banking & finance 101 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012162580
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The importance of debt for household risky asset allocation and portfolio structure
Tao, Ran; Yuan, Yuan - In: Financial services review : the journal of individual … 27 (2018) 4, pp. 325-344
Persistent link: https://www.econbiz.de/10012120168
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Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: Review of economic dynamics 20 (2016), pp. 215-239
Persistent link: https://www.econbiz.de/10011635806
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The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2023
Persistent link: https://www.econbiz.de/10014328790
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The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2021
Persistent link: https://www.econbiz.de/10013188054
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Financial literacy, liquidity constraits and household risk asset allocation
Zhao, Tianrui; Chen, Kezheng; Wang, Qian; Luo, Chunyang - In: Finance research letters 58 (2023) 3, pp. 1-7
Persistent link: https://www.econbiz.de/10014637147