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The demand for risky assets: Sample selection and household portfolios

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  • Perraudin, William R. M.
  • Sorensen, Bent E.

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  • Perraudin, William R. M. & Sorensen, Bent E., 2000. "The demand for risky assets: Sample selection and household portfolios," Journal of Econometrics, Elsevier, vol. 97(1), pages 117-144, July.
  • Handle: RePEc:eee:econom:v:97:y:2000:i:1:p:117-144
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    Cited by:

    1. Laurent E. Calvet & Paolo Sodini, 2014. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Journal of Finance, American Finance Association, vol. 69(2), pages 867-906, April.
    2. Kim Huynh & Philipp Schmidt-Dengler & Gregor W. Smith & Angelika Welte, 2017. "Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards," Staff Working Papers 17-8, Bank of Canada.
    3. Rajagopal, 2006. "Fiscal Policy and Growth: The Case of the Spanish Regions," Economic Issues Journal Articles, Economic Issues, vol. 11(1), pages 9-24, March.
    4. Luigi Guiso & Tullio Jappelli, 2008. "Financial Literacy and Portfolio Diversification," EIEF Working Papers Series 0812, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2008.
    5. Guiso, Luigi & Sodini, Paolo, 2013. "Household Finance: An Emerging Field," Handbook of the Economics of Finance, Elsevier.
    6. Sarah Brown & Pulak Ghosh & Karl Taylor, 2016. "Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(3), pages 467-488, September.
    7. Sònia Muñoz, 2006. "Habit Formation and Persistence in Individual Asset Portfolio Holdings; The Case of Italy," IMF Working Papers 06/29, International Monetary Fund.
    8. Rajagopal, 2006. "Measuring customer value and market dynamics for new products of a firm: an analytical construct for gaining competitive advantage," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 8(3/4), pages 187-205.
    9. Richard Ochmann, 2014. "Differential income taxation and household asset allocation," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 880-894, March.
    10. Rajagopal, 2008. "Consumer response to seasonal clearance sales: experimental analysis of consumer personality traits in self-service stores," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 10(1), pages 68-92.
    11. William N. Goetzmann & Alok Kumar, 2008. "Equity Portfolio Diversification," Review of Finance, European Finance Association, vol. 12(3), pages 433-463.
    12. Hryshko Dmytro & Luengo-Prado Maria & Sorensen Bent E., 2012. "The Effect of Education on Equity Holdings," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-41, March.
    13. Isaac Ehrlich & William A. Hamlen Jr. & Yong Yin, 2008. "Asset Management, Human Capital, and the Market for Risky Assets," Journal of Human Capital, University of Chicago Press, vol. 2(3), pages 217-262.
    14. Christelis, Dimitris & Georgarakos, Dimitris, 2013. "Investing at home and abroad: Different costs, different people?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2069-2086.
    15. Raffaele Miniaci & Sergio Pastorello, 2010. "Mean-variance econometric analysis of household portfolios," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 481-504.
    16. Rajagopal, 2005. "Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market," Econometrics 0508012, EconWPA.
    17. 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).
    18. Karagiannidis, Iordanis & Vozlyublennaia, Nadia, 2016. "Limits to mutual funds' ability to rely on mean/variance optimization," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 282-292.
    19. Hiroshi Fujiki & Etsuro Shioji, 2006. "Bank Health Concerns, Low Interest Rates, and Money Demand: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(2), pages 73-124, November.
    20. 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.
    21. Graciela Sanromán, 2002. "A Discrete Choice Analysis of the Household Shares of Risky Assets," Documentos de Trabajo (working papers) 0702, Department of Economics - dECON.

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