Does relative risk aversion vary with wealth? Evidence from households portfolio choice data
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Publication:1655733
DOI10.1016/j.jedc.2016.05.015zbMath1401.91498OpenAlexW3121782043MaRDI QIDQ1655733
Xuan Liu, Fang Yang, Zong-Wu Cai
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/41950/1/MPRA_paper_41950.pdf
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Cites Work
- Functional coefficient instrumental variables models
- Optimal consumption and investment under time-varying relative risk aversion
- Non-addictive habits: optimal consumption-portfolio policies.
- An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
- Deep Habits
- Dynamic Aspects of Earning Mobility
- Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel
- Income Variance Dynamics and Heterogeneity
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