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Wealth distribution with state-dependent risk aversion

  • Zhang, Bei

    (Federal Reserve Bank of Kansas City)

  • Chu, Rong-Wei
  • Nie, Jun

    (Federal Reserve Bank of Kansas City)

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Paper provided by Federal Reserve Bank of Kansas City in its series Research Working Paper with number RWP 13-9.

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Length: 43 pages
Date of creation: 01 Jan 2014
Date of revision:
Handle: RePEc:fip:fedkrw:rwp13-09
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  1. Pierre-André Chiappori & Monica Paiella, 2008. "Relative Risk Aversion Is Constant: Evidence from Panel Data," Discussion Papers 5_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  2. Dohmen, Thomas J. & Falk, Armin & Huffman, David & Sunde, Uwe & Schupp, Jürgen & Wagner, Gert G., 2011. "Individual risk attitudes: Measurement, determinants, and behavioral consequences," Munich Reprints in Economics 20048, University of Munich, Department of Economics.
  3. Luigi Guiso & Monica Paiella, 2008. "Risk Aversion, Wealth, and Background Risk," Journal of the European Economic Association, MIT Press, vol. 6(6), pages 1109-1150, December.
  4. Eckel, Catherine C. & Grossman, Philip J., 2008. "Men, Women and Risk Aversion: Experimental Evidence," Handbook of Experimental Economics Results, Elsevier.
  5. Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Implicit Risk Preference," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1235-1250, November.
  6. Mette Wik & Tewodros Aragie Kebede & Olvar Bergland & Stein Holden, 2004. "On the measurement of risk aversion from experimental data," Applied Economics, Taylor & Francis Journals, vol. 36(21), pages 2443-2451.
  7. Astrid Hopfensitz & Frans Winden, 2008. "Dynamic Choice, Independence and Emotions," Theory and Decision, Springer, vol. 64(2), pages 249-300, March.
  8. Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina, 2010. "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," NBER Working Papers 16063, National Bureau of Economic Research, Inc.
  9. Masao Ogaki & Qiang Zhang, 2000. "Decreasing Relative Risk Aversion and Tests of Risk Sharing," Econometric Society World Congress 2000 Contributed Papers 1588, Econometric Society.
  10. Mahmud Yesuf & Randall A. Bluffstone, 2009. "Poverty, Risk Aversion, and Path Dependence in Low-Income Countries: Experimental Evidence from Ethiopia," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(4), pages 1022-1037.
  11. Krusell, P & Smith Jr, A-A, 1995. "Income and Wealth Heterogeneity in the Macroeconomic," RCER Working Papers 399, University of Rochester - Center for Economic Research (RCER).
  12. Aiyagari, S Rao, 1994. "Uninsured Idiosyncratic Risk and Aggregate Saving," The Quarterly Journal of Economics, MIT Press, vol. 109(3), pages 659-84, August.
  13. V. Padmanabhan & Ram C. Rao, 1993. "Warranty Policy and Extended Service Contracts: Theory and an Application to Automobiles," Marketing Science, INFORMS, vol. 12(3), pages 230-247.
  14. Robert Faff & Terrence Hallahan & Michael McKenzie, 2009. "Nonlinear linkages between financial risk tolerance and demographic characteristics," Applied Economics Letters, Taylor & Francis Journals, vol. 16(13), pages 1329-1332.
  15. Quadrini, Vincenzo, 1999. "The Importance of Entrepreneurship for Wealth Concentration and Mobility," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 45(1), pages 1-19, March.
  16. Hartog, Joop & Ferrer-i-Carbonell, Ada & Jonker, Nicole, 2002. "Linking Measured Risk Aversion to Individual Characteristics," Kyklos, Wiley Blackwell, vol. 55(1), pages 3-26.
  17. Gary Charness & Uri Gneezy, 2010. "Portfolio Choice And Risk Attitudes: An Experiment," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 133-146, 01.
  18. Dean Spears, 2010. "Economic Decision-making in Poverty Depletes Behavioral Control," Working Papers 1293, Princeton University, Department of Economics, Center for Economic Policy Studies..
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