Does relative risk aversion vary with wealth? Evidence from households portfolio choice data
type: Item
instance of: scholarly article
title: Does relative risk aversion vary with wealth? Evidence from households portfolio choice data
zbMATH Open document ID: 1401.91498
author: Xuan Liu
author: Fang Yang
author: Zongwu Cai
publication date: 2018-08-09T00:00:00Z
full work available at URL: MPRA paper 41950.pdf
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6915667
zbMATH Keywords: time-varying relative risk aversion
zbMATH Keywords: habit formation preference
zbMATH Keywords: micro-data
zbMATH Keywords: labor income
zbMATH Keywords: portfolio choice
MaRDI profile type: Publication
OpenAlex ID: W3121782043
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DOI: 10.1016/J.JEDC.2016.05.015
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 6915667