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Estimating heterogeneous costs of participation in the risky asset markets

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Author Info
Graciela Sanromán (Departamento de Economía, Facultad de Ciencias Sociales, Universidad de la República; CEMFI)
Abstract

This paper develops and estimates a dynamic structural model of participation in the risky financial asset markets using household level panel data. We specify a simple economic model in order to capture the portfolio choice over the life cycle. We solve the model using numerical techniques. Then we embed the optimal solution into the statistical (auxiliary) model and estimate the structural parameters using Generalized Indirect Inference. This paper focuses on the estimation of the non proportional costs to participate in the risky asset markets. We consider heterogeneous costs among education groups. We find that participation costs in the risky asset markets are positive and significant. We also conclude that they vary a lot among education groups.

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Publisher Info
Paper provided by Department of Economics - dECON in its series Documentos de Trabajo (working papers) with number 2107.

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Length: 56 pages
Date of creation: Jun 2007
Date of revision:
Handle: RePEc:ude:wpaper:2107

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Related research
Keywords: Portfolio choice; dynamic programming; indirect inference;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
D14 - Microeconomics - - Household Behavior - - - Personal Finance
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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