What is the impact of wealth shocks on asset allocation?

DOI10.1080/14697688.2011.647053zbMath1398.91548OpenAlexW2000775944MaRDI QIDQ4683053

Ricardo M. Sousa

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2011.647053

zbMATH Keywords

asset pricingfinancebehavioral financeasset allocationportfolio allocationconsumption-portfolio choiceempirical financeapplied finance

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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• Estimating the dimension of a model
• The geometry of crashes. A measure of the dynamics of stock market crises
• A Theory of Disappointment Aversion
• Status, the Distribution of Wealth, Private and Social Attitudes to Risk
• Prospect Theory: An Analysis of Decision under Risk
• High-frequency cross-correlation in a set of stocks
• A new look at the statistical model identification

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