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Portfolio Allocation Over the Life Cycle: Evidence from Swedish Household Data

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Author Info
Andersson, B.
Abstract

This paper provides empirical evidence on life-cycle patterns in the asset allocation of Swedish households. Data on household portfolio allocation are collected from the HINK surveys for the period 1982-1992, and portfolio shares of different asset categories are regressed on age, period, and cohort dummies as well as socio-economic and demographic variables.

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Publisher Info
Paper provided by Uppsala - Working Paper Series in its series Papers with number 2001:04.

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Length: 33 pages
Date of creation: 2001
Date of revision:
Handle: RePEc:fth:uppaal:2001:04

Contact details of provider:
Postal: UPPSALA UNIVERSITY, DEPARTMENT OF ECONOMICS, S-751 20 UPPSALA SWEDEN.
Phone: + 46 18 471 25 00
Fax: + 46 18 471 14 78
Email:
Web page: http://www.nek.uu.se/
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Related research
Keywords: FINANCIAL MARKET ; PORTFOLIO CHOICE;

Find related papers by JEL classification:
C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
J10 - Labor and Demographic Economics - - Demographic Economics - - - General

Cited by:
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  1. Thomas Lindh & Bo Malmberg, 2008. "Demography and housing demand—what can we learn from residential construction data?," Journal of Population Economics, Springer, vol. 21(3), pages 521-539, July. [Downloadable!] (restricted)
    Other versions:
  2. Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007. "Does Culture Influence Asset Managers? Views and Behavior?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-367, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    Other versions:
  3. Luc Arrondel & Stefan Lollivier, 2004. "Transaction costs, Income Risk and Household Portfolio Allocation: Evidence from French Panel Data," DELTA Working Papers 2004-19, DELTA (Ecole normale supérieure). [Downloadable!]
Statistics
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This page was last updated on 2009-12-16.


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