Stock market optimism and participation cost: a mean-variance estimation
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- Andrea Tiseno & Monica Paiella, 2006. "Stock market optimism and participation cost: a mean-variance estimation," 2006 Meeting Papers 714, Society for Economic Dynamics.
- Monica Paiella & Andrea Tiseno, 2005. "Stock market optimism and participation cost: a mean-variance estimation," DNB Working Papers 040, Netherlands Central Bank, Research Department.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alessandro Bucciol, 2006. "The Roles of Temptation and Social Security in Explaining Individual Behavior," "Marco Fanno" Working Papers 0032, Dipartimento di Scienze Economiche "Marco Fanno".
More about this item
Keywordsheterogeneous household portfolios; mean-variance frontier; participation cost; expectation error;
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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