Why do Household Portfolio Shares Rise in Wealth?
Citations
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Cited by:
- Kosuke Aoki & Alexander Michaelides & Kalin Nikolov, 2016. "Household Portfolios in a Secular Stagnation World: Evidence from Japan," Bank of Japan Working Paper Series 16-E-4, Bank of Japan.
- John Y. Campbell, 2016.
"Restoring Rational Choice: The Challenge of Consumer Financial Regulation,"
American Economic Review,
American Economic Association, vol. 106(5), pages 1-30, May.
- Campbell, John Y., 2016. "Restoring Rational Choice: The Challenge of Consumer Financial Regulation," Scholarly Articles 27413770, Harvard University Department of Economics.
- Campbell, John Y., 2016. "Restoring rational choice: The challenge of consumer financial regulation," Working Paper Series 1897, European Central Bank.
- John Y. Campbell, 2016. "Restoring Rational Choice: The Challenge of Consumer Financial Regulation," NBER Working Papers 22025, National Bureau of Economic Research, Inc.
- repec:cuf:journl:y:2017:v:18:i:1:zhaoli is not listed on IDEAS
- Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012.
"Saving Rates and Portfolio Choice with Subsistence Consumption,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
- Carolina Achury & Sylwia Hubar & Christos Koulovatianos, "undated". "Saving Rates and Portfolio Choice with Subsistence Consumption," Discussion Papers 10/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos, 2011. "Saving rates and portfolio choice with subsistence consumption," CFS Working Paper Series 2011/06, Center for Financial Studies (CFS).
- repec:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1120-6 is not listed on IDEAS
- Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Risk Bearing over Age and Time," Working Papers 15/2011, University of Verona, Department of Economics.
- Steffen Meyer & Michaela Pagel, 2017. "Fresh Air Eases Work – The Effect of Air Quality on Individual Investor Activity," NBER Working Papers 24048, National Bureau of Economic Research, Inc.
- Love, David & Phelan, Gregory, 2015.
"Hyperbolic discounting and life-cycle portfolio choice,"
Journal of Pension Economics and Finance,
Cambridge University Press, vol. 14(04), pages 492-524, October.
- David Love & Gregory Phelan, 2015. "Hyperbolic Discounting and Life-Cycle Portfolio Choice," Department of Economics Working Papers 2015-11, Department of Economics, Williams College.
- Guiso, Luigi & Sodini, Paolo, 2013.
"Household Finance: An Emerging Field,"
Handbook of the Economics of Finance,
Elsevier.
- Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
- Guiso, Luigi & Sodini, Paolo, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
- Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2017.
"Optimal Financial Knowledge and Wealth Inequality,"
Journal of Political Economy,
University of Chicago Press, vol. 125(2), pages 431-477.
- Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013. "Optimal Financial Knowledge and Wealth Inequality," NBER Working Papers 18669, National Bureau of Economic Research, Inc.
- Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013. "Optimal Financial Knowledge and Wealth Inequality," CeRP Working Papers 133, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Ding, Jie & Kingston, Geoffrey & Purcal, Sachi, 2014. "Dynamic asset allocation when bequests are luxury goods," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 65-71.
- Møller, Stig V. & Rangvid, Jesper, 2015. "End-of-the-year economic growth and time-varying expected returns," Journal of Financial Economics, Elsevier, vol. 115(1), pages 136-154.
- Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013.
"Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement,"
The Economic Record,
The Economic Society of Australia, vol. 89(284), pages 31-51, March.
- Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement," Research Paper Series 248, Quantitative Finance Research Centre, University of Technology, Sydney.
- Apergis, Nicholas, 2015. "Financial portfolio choice: Do business cycle regimes matter? Panel evidence from international household surveys," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 14-27.
- Cai, Zongwu & Liu, Xuan & Yang, Fang, 2012. "Reexamining the Empirical Relevance of Habit Formation Preferences," MPRA Paper 37817, University Library of Munich, Germany.
- Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012.
"Saving Rates and Portfolio Choice with Subsistence Consumption,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
- Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011. "Online Appendix to "Saving Rates and Portfolio Choice with Subsistence Consumption"," Technical Appendices 10-11, Review of Economic Dynamics.
- Luca Benzoni & Olena Chyruk, 2009. "Investing over the life cycle with long-run labor income risk," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 29-43.
- J. Michael Collins & John Karl Scholz & Ananth Seshadri, 2013. "The Assets and Liabilities of Cohorts: The Antecedents of Retirement Security," Working Papers wp296, University of Michigan, Michigan Retirement Research Center.
- Hui-Ju Tsai & Yangru Wu, 2015. "Optimal portfolio choice with asset return predictability and nontradable labor income," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 215-249, July.
- Antoine Bommier & Francois Le Grand, "undated".
"A Robust Approach to Risk Aversion,"
Working Papers
ETH-RC-13-002, ETH Zurich, Chair of Systems Design.
- Antoine Bommier & François Le Grand, 2013. "A Robust Approach to Risk Aversion," CER-ETH Economics working paper series 13/172, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Russell Cooper & Guozhong Zhu, 2013. "Household Finance: Education, Permanent Income and Portfolio Choice," NBER Working Papers 19455, National Bureau of Economic Research, Inc.
- Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco, 2015. "Life-cycle portfolio choice with liquid and illiquid financial assets," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 67-83.
- Nikolai Roussanov & Michael Michaux & Hui Chen, 2011.
"Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty,"
2011 Meeting Papers
1369, Society for Economic Dynamics.
- Hui Chen & Michael Michaux & Nikolai Roussanov, 2013. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," NBER Working Papers 19421, National Bureau of Economic Research, Inc.
- Campanale, Claudio, 2009. "Life-cycle portfolio choice: The role of heterogeneous under-diversification," Journal of Economic Dynamics and Control, Elsevier, vol. 33(9), pages 1682-1698, September.
- Becker, Gideon, 2014. "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tuebingen Working Papers in Economics and Finance 74, University of Tuebingen, Faculty of Economics and Social Sciences.
- Nikolai Roussanov, 2010.
"Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status,"
Journal of Finance,
American Finance Association, vol. 65(5), pages 1755-1788, October.
- Wharton School & Nikolai Roussanov, 2008. "Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status," 2008 Meeting Papers 924, Society for Economic Dynamics.
- Kraft, Holger & Munk, Claus & Wagner, Sebastian, 2015. "Housing habits and their implications for life-cycle consumption and investment," SAFE Working Paper Series 85, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Russell Cooper & Guozhong Zhu, 2016.
"Household Finance over the Life-Cycle: What does Education Contribute?,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 20, pages 63-89, April.
- Russell Cooper & Guozhong Zhu, 2014. "Household Finance over the Life-Cycle: What does Education Contribute?," NBER Working Papers 20684, National Bureau of Economic Research, Inc.
- De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010.
"Risk premiums and macroeconomic dynamics in a heterogeneous agent model,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 34(9), pages 1680-1699, September.
- Ferre De Graeve & Maarten Dossche & Marina Emiris & Henri Sneessens & Raf Wouters, 2008. "Risk premiums and macroeconomic dynamics in a heterogeneous agent model," Working Paper Research 150, National Bank of Belgium.
- Ferre de Graeve & Maarten Dossche & Marina Emiris & Henri Sneessens & Raf Wouters, 2009. "Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model," CREA Discussion Paper Series 09-17, Center for Research in Economic Analysis, University of Luxembourg.
- De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model," Working Paper Series 236, Sveriges Riksbank (Central Bank of Sweden).
- repec:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0627-z is not listed on IDEAS
- Liu, Xuan & Yang, Fang & Cai, Zongwu, 2016.
"Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 69(C), pages 229-248.
- Fang Yang & Xuan Liu & Zongwu Cai, 2013. "Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data," Departmental Working Papers 2013-09, Department of Economics, Louisiana State University.
- David A. Love, 2010.
"The Effects of Marital Status and Children on Savings and Portfolio Choice,"
Review of Financial Studies,
Society for Financial Studies, vol. 23(1), pages 385-432, January.
- David Love, 2008. "The Effect of Marital Status and Children on Savings and Portfolio Choice," Department of Economics Working Papers 2008-13, Department of Economics, Williams College.
- Jang, Bong-Gyu & Park, Seyoung, 2016. "Ambiguity and optimal portfolio choice with Value-at-Risk constraint," Finance Research Letters, Elsevier, vol. 18(C), pages 158-176.
- Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2017.
"Optimal social security claiming behavior under lump sum incentives: Theory and evidence,"
SAFE Working Paper Series
164, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2017. "Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence," NBER Working Papers 23073, National Bureau of Economic Research, Inc.
- Thomas Post & Helmut Gründl & Joan T. Schmit & Anja Zimmer, 2014. "The Impact of Investment Behaviour for Individual Welfare," Economica, London School of Economics and Political Science, vol. 81(321), pages 15-47, January.
- Stamatios Tsigos & Kevin Daly, 2016. "“Fair go” for all? Wealth and Risk Aversion of Australian Households," Australian Economic Papers, Wiley Blackwell, vol. 55(3), pages 274-300, September.
- Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco J, 2015. "Life-Cycle Portfolio choice with Liquid and Illiquid Assets," CEPR Discussion Papers 10369, C.E.P.R. Discussion Papers.
- Veld-Merkoulova, Yulia V., 2011. "Investment horizon and portfolio choice of private investors," International Review of Financial Analysis, Elsevier, vol. 20(2), pages 68-75, April.
- Luik, Marc-André & Berlemann, Michael, 2014.
"Institutional Reform and Depositors’ Portfolio Choice: Evidence from Censored Quantile Regressions,"
Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100291, Verein für Socialpolitik / German Economic Association.
- Michael Berlemann & Marc-André Luik, 2014. "Institutional Reform and Depositors' Portfolio Choice - Evidence from Censored Quantile Regressions," CESifo Working Paper Series 4782, CESifo Group Munich.
- Philip Müller, 2016. "Poverty in Europe: Sociodemographics, Portfolios and Consumption of Wealth Poor Households," LWS Working papers 22, LIS Cross-National Data Center in Luxembourg.
- Claudio Campanale, 2009. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," 2009 Meeting Papers 38, Society for Economic Dynamics.
- Choi, Sungsub & Kim, Sungjun & Shim, Gyoocheol, 2016. "Effect of lifetime uncertainty on consumption/investment with luxury bequest motives," Finance Research Letters, Elsevier, vol. 17(C), pages 275-279.
- Müller, Philip & Schmidt, Tobias, 2015. "Identifying income and wealth-poor households in the euro area," Discussion Papers 35/2015, Deutsche Bundesbank.
- Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2010. "The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios," NBER Working Papers 15682, National Bureau of Economic Research, Inc.
- Giuseppe Cappelletti, 2012. "Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation," Temi di discussione (Economic working papers) 845, Bank of Italy, Economic Research and International Relations Area.
- Claudio Campanale, 2011.
"Learning, Ambiguity and Life-Cycle Portfolio Allocation,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 339-367, April.
- Claudio Campanale, 2010. "Code files for "Learning, ambiguity and life-cycle portfolio allocation"," Computer Codes 09-54, Review of Economic Dynamics.
- Mare Sarr & Tim Swanson, 2017.
"Will Technological Change Save the World? The Rebound Effect in International Transfers of Technology,"
Environmental & Resource Economics,
Springer;European Association of Environmental and Resource Economists, vol. 66(3), pages 577-604, March.
- Mare Sarr & Tim Swanson, 2017. "Will Technological Change Save the World? The Rebound Effect in International Transfers of Technology," Working Papers 669, Economic Research Southern Africa.
- Stig V. Møller & Jesper Rangvid, 2012. "End-of-the-year economic growth and time-varying expected returns," CREATES Research Papers 2012-42, Department of Economics and Business Economics, Aarhus University.
- Claudio Campanale, 2015. "Luxury Consumption, Precautionary Savings and Wealth Inequality," Carlo Alberto Notebooks 423, Collegio Carlo Alberto.
- Petr Musílek, 2015. "The Structure of Household Financial Assets in Developed Countries," Český finanční a účetní časopis, University of Economics, Prague, vol. 2015(2), pages 7-22.
- Hugonnier, J. & Pelgrin, F. & St-Amour, P., 2016. "Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life," Health, Econometrics and Data Group (HEDG) Working Papers 16/28, HEDG, c/o Department of Economics, University of York.