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The demand for risky assets: Sample selection and household portfolios

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Author Info
Perraudin, William R. M.
Sorensen, Bent E.

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VC0-40K9TB5-5/2/30cd6af3f88d59ccca6e9b8b198a36b2
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 97 (2000)
Issue (Month): 1 (July)
Pages: 117-144
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Handle: RePEc:eee:econom:v:97:y:2000:i:1:p:117-144

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Isaac Ehrlich & William A. Hamlen Jr. & Yong Yin, 2008. "Asset Management, Human Capital, and the Market for Risky Assets," NBER Working Papers 14340, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Raffaele Miniaci & Sergio Pastorello, 2008. "Mean-Variance Econometric Analysis of Household Portfolios," Working Papers 0807, University of Brescia, Department of Economics. [Downloadable!]
  3. Rajagopal, 2006. "Consumer Response to Seasonal Clearance Sales: Experimental Analysis of Consumer Personality Traits in Self Service Stores," Marketing Working Papers 2006-03-MKT, Tecnológico de Monterrey, Campus Ciudad de México. [Downloadable!]
  4. Rajagopal, 2005. "Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market," Econometrics 0508012, EconWPA. [Downloadable!]
  5. Sònia Muñoz, 2006. "Habit Formation and Persistence in Individual Asset Portfolio Holdings: The Case of Italy," IMF Working Papers 06/29, International Monetary Fund. [Downloadable!]
  6. Rajagopal, 2005. "Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage," Econometrics 0502012, EconWPA. [Downloadable!]
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  7. Charles GRANT, 2003. "Estimating Credit Constraints among US Households," Economics Working Papers ECO2003/14, European University Institute. [Downloadable!]
  8. Holmes, Marionette & Park, Timothy A., 2001. "Modeling Financial Asset Demands Of Small Agribusiness Firms: A Portfolio Theory Approach," 2001 Annual meeting, August 5-8, Chicago, IL 20461, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  9. Graciela Sanromán, 2002. "A Discrete Choice Analysis of the Household Shares of Risky Assets," Documentos de Trabajo (working papers) 0702, Department of Economics - dECON. [Downloadable!]
  10. Dimitrios Christelis & Dimitris Georgarakos, 2008. "Investing at Home and Abroad: Different Costs, Different People?," CSEF Working Papers 188, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
  11. William N. Goetzmann & Alok Kumar, 2001. "Equity Portfolio Diversification," NBER Working Papers 8686, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  12. Luigi Guiso & Tullio Jappelli, 2008. "Financial Literacy and Portfolio Diversification," Economics Working Papers ECO2008/31, European University Institute. [Downloadable!]
    Other versions:
  13. Rajagopal, 2006. "Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market," Marketing Working Papers 2006-02-MKT, Tecnológico de Monterrey, Campus Ciudad de México. [Downloadable!]
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