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.
References listed on IDEAS
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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".
- repec:rnp:ecopol:ep1716 is not listed on IDEAS
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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