Benchmarks in Aggregate Household Portfolios
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- Pascal ST-AMOUR, 2007. "Benchmarks in Aggregate Household Portfolios," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 07.07, Université de Lausanne, Faculté des HEC, DEEP.
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KeywordsPortfolio choice; Reference–dependent utility; Habit; Prospect; Estimation of diffusion processes;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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