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An Empirical Analysis of U.S. Aggregate Portfolio Allocations
Normandin, Michel; St-Amour, Pascal - Institut für Schweizerisches Bankwesen <Zürich> - 2005
This paper analyzes the important time variation in U.S. aggregate portfolio allocations. To do so, we first use flexible descriptions of preferences and investment opportunities to derive optimal decision rules that nest tactical, myopic, and strategic portfolio allocations. We then compare...
Persistent link: https://www.econbiz.de/10005858885
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An empirical analysis of aggregate household portfolios
Normandin, Michel; St.-Amour, Pascal - In: Journal of banking & finance 32 (2008) 8, pp. 1583-1597
Persistent link: https://www.econbiz.de/10003749383
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Recursive measures of total wealth and portfolio return
Normandin, Michel; St.-Amour, Pascal - In: Applied financial economics 15 (2005) 4, pp. 287-291
Persistent link: https://www.econbiz.de/10002606278
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An empirical analysis of U.S. aggregate portfolio allocations
Normandin, Michel; St.-Amour, Pascal - 2005
Persistent link: https://www.econbiz.de/10003059503
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An empirical analysis of US aggregate portfolio allocations
Normandin, Michel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002661472
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Canadian consumption and portfolio shares
Normandin, Michel; St.-Amour, Pascal - In: The Canadian journal of economics 35 (2002) 4, pp. 737-756
Persistent link: https://www.econbiz.de/10001726284
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Recursive measures of total wealth and portfolio return
Normandin, Michel (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001840387
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Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel - In: Journal of applied econometrics 13 (1998) 3, pp. 265-281
Persistent link: https://www.econbiz.de/10001244201
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Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000993260
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An Empirical Analysis of U.S. Aggregate Portfolio Allocations
Normandin, Michel - 2005
This paper analyzes the important time variation in U.S. aggregate portfolio allocations. To do so, we first use flexible descriptions of preferences and investment opportunities to derive optimal decision rules that nest tactical, myopic, and strategic portfolio allocations. We then compare...
Persistent link: https://www.econbiz.de/10012736683