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Health Risk and Portfolio Choice

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Author Info
Edwards, Ryan D

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Abstract

This article investigates the role of self-perceived risky health in explaining continued reductions in financial risk taking after retirement. If future adverse health shocks threaten to increase the marginal utility of consumption, either by absorbing wealth or by changing the utility function, then health risk should prompt individuals to lower their exposure to financial risk. I examine individual-level data from the Study of Assets and Health Dynamics Among the Oldest Old (AHEAD), which reveal that risky health prompts safer investment. Elderly singles respond the most to health risk, consistent with a negative cross partial deriving from health shocks that impede home production. Spouses and planned bequests provide some degree of hedging. Risky health may explain 20% of the age-related decline in financial risk taking after retirement.

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File URL: http://pubs.amstat.org/doi/abs/10.1198/073500107000000287
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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 26 (2008)
Issue (Month): ()
Pages: 472-485
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Handle: RePEc:bes:jnlbes:v:26:y:2008:p:472-485

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  1. Dana P. Goldman & Nicole Maestas, 2007. "Medical Expenditure Risk and Household Portfolio Choice," Working Papers 325-1, RAND Corporation Publications Department. [Downloadable!]
  2. Motohiro Yogo, 2009. "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," NBER Working Papers 15307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Dimitrios Christelis & Tullio Jappelli & Mario Padula, 2006. "Cognitive Abilities and Portfolio Choice," CSEF Working Papers 157, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    Other versions:
  4. Harvey S. Rosen & Stephen Wu, 2003. "Portfolio Choice and Health Status," NBER Working Papers 9453, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Dana Goldman & Nicole Maestas, 2005. "Medical Expenditure Risk and Household Portfolio Choice," NBER Working Papers 11818, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-11-22.


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