The demand for risky assets: Sample selection and household portfolios
type: Item
instance of: scholarly article
title: The demand for risky assets: Sample selection and household portfolios
zbMATH Open document ID: 0951.62097
DOI: 10.1016/S0304-4076(99)00069-X
author: William R. M. Perraudin
author: Bent E. Sørensen
published in: Journal of Econometrics
publication date: 2001-01-03T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1505993
zbMATH Keywords: discrete-continuous model
zbMATH Keywords: consumer finances
zbMATH Keywords: monitoring costs
zbMATH Keywords: incomplete portfolios
zbMATH Keywords: logit model
MaRDI profile type: Publication
cites work: Precautionary portfolio behavior from a life-cycle perspective
cites work: Bivariate alternatives to the Tobit model
cites work: Portfolio Selection with Transaction Costs
cites work: An Econometric Analysis of Residential Electric Appliance Holdings and Consumption
cites work: Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
cites work: Q4459807
cites work: Discrete/Continuous Models of Consumer Demand
cites work: MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
cites work: Dummy Endogenous Variables in a Simultaneous Equation System
cites work: Saving Accounts versus Stocks and Bonds in Household Portfolio Allocation
cites work: Microeconometric Demand System with Binding Nonnegativity Constraints: The Dual Approach
cites work: A theorem on portfolio separation with general preferences
cites work: Q3042260
cites work: Q3700657
cites work: Aggregation, Income Distribution and Consumer Demand
cites work: Community Preferences and the Representative Consumer
cites work: Q3673418
cites work: Portfolio Theory, Asset Demand and Taxation: Comparative Statics with Many Assets
cites work: Estimation of Relationships for Limited Dependent Variables
cites work: Estimation of consumer demand systems with binding non-negativity constraints
Wikidata QID: Q128018564
description: scientific article; zbMATH DE number 1505993