Return expectations and risk aversion heterogeneity in household portfolios

Author:

Bucciol Alessandro,Miniaci Raffaele,Pastorello Sergio

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. How do household portfolio shares vary with age?, Mimeo, Columbia University;Ameriks,2004

2. From the horse's mouth: economic conditions and investor expectations of risk and return;Amromin;Manag. Sci.,2014

3. Eliciting risk and time preferences;Andersen;Econometrica,2008

4. Subjective return expectations, information and stock market participation: evidence from France, mimeo, University of Southampton;Arrondel,2012

5. Preference parameters and behavioral heterogeneity: an experimental approach in the Health and Retirement Study;Barsky;Q. J. Econ.,1997

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