Search Results

Model of Static Portfolio Choices,
Madalina Gabriela Anghel, Gyorgy Bodo and Okwiet Bartek, in Romanian Statistical Review Supplement (2016)
Keywords: portfolio, asset, choice, model, risk

Cognitive abilities and portfolio choice,
Dimitris Christelis, Tullio Jappelli and Mario Padula, from Center for Financial Studies (CFS) (2008)
Keywords: Cognitive Abilities, Stockholding, Portfolio Choice

Cognitive Abilities and Portfolio Choice,
Tullio Jappelli and Mario Padula, from C.E.P.R. Discussion Papers (2006)
Keywords: Cognitive abilities; Stockholding; Portfolio choice

Cognitive abilities and portfolio choice,
Dimitris Christelis, Tullio Jappelli and Mario Padula, in European Economic Review (2010)
Keywords: Cognitive abilities Stockholding Portfolio choice

Cognitive Abilities and Portfolio Choice,
Dimitris Christelis, Tullio Jappelli and Mario Padula, from Department of Economics, University of Venice "Ca' Foscari" (2008)
Keywords: Cognitive abilities, Stockholding, Portfolio choice

Maxmin Portfolio Choice,
Marco Taboga, from Bank of Italy, Economic Research and International Relations Area (2005)
Keywords: Portfolio choice, parameter uncertainty, robustness.

Portfolio Choice in the Presence of Personal Illiquid Projects,
Miquel Faig and Pauline Shum, from University of Toronto, Department of Economics (2000)
Keywords: Illiquid projects, portfolio choice

Collateralized Borrowing And Life-Cycle Portfolio Choice,
Paul Willen and Felix Kubler, from Society for Economic Dynamics (2006)
Keywords: Portfolio Choice, Collateral

Long- and Short-Term Portfolio Choices of Paintings,
Renato Flôres, Victor Ginsburgh and Philippe Jeanfils, in Journal of Cultural Economics (1999)
Keywords: investment in art, portfolio choices,

Precautionary saving, financial risk and portfolio choice,
Manuela Deidda, from Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2010)
Keywords: precautionary saving;portfolio choice

Ambiguity Preferences and Portfolio Choices: Evidence from the Field,
Milo Bianchi and Jean-Marc Tallon, from HAL (2014)
Keywords: Portfolio choice,Risk,Uncertainty

Ambiguity Preferences and Portfolio Choices: Evidence from the Field,
Milo Bianchi and Jean-Marc Tallon, from HAL (2014)
Keywords: Portfolio choice,Risk,Uncertainty

Ambiguity Preferences and Portfolio Choices: Evidence from the Field,
Milo Bianchi and Jean-Marc Tallon, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2014)
Keywords: Portfolio choice; risk; uncertainty

Long- and short-term portfolio choices of paintings,
Renato G. Flôres Jr., Victor Ginsburgh and Philippe Jeanfils, from ULB -- Universite Libre de Bruxelles (1999)
Keywords: Investment in art; Portfolio choices

Religiousness, Portfolio Choice, and Gambling in Japan,
Kuniyoshi Saito, in Journal of Economics, Management and Religion (JEMAR) (2023)
Keywords: Religion, Buddhism, portfolio choice, gambling

Home Ownership and Household Portfolio Choice,
Thomas Michielsen, Remco Mocking and Sander Veldhuizen, from CESifo (2016)
Keywords: portfolio choice, house price shocks

Capital Income Taxation with Portfolio Choice,
Ivo Bakota, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2020)
Keywords: portfolio choice; optimal taxation; redistribution;

Portfolio Choice and Permanent Income,
Stanley Zin and Thomas Tallarini, from Society for Computational Economics (2005)
Keywords: Portfolio choice, permanent income hypothesis, perturbation methods

Portfolio Choice with Illiquid Assets,
Koren, Miklós and Adam Szeidl, from C.E.P.R. Discussion Papers (2003)
Keywords: Asset pricing; Liquidity; Portfolio choice; Calibration

Income Volatility and Portfolio Choices,
Yongsung Chang, Jay Hong, Marios Karabarbounis, Yicheng Wang and Tao Zhang, in Review of Economic Dynamics (2022)
Keywords: Income volatility; Portfolio choice; Risky share

Optimal Portfolio Choice with Annuitization,
R.S.J. Koijen, Theo Nijman and Bas Werker, from Tilburg University, Center for Economic Research (2006)
Keywords: optimal life-cycle portfolio choice; annuity risk

Portfolio Choice Under Ambiguity,
Enrica Carbone, Xueqi Dong and John Hey, from Department of Economics, University of York (2015)
Keywords: ambiguity, portfolio choice, preferences under ambiguity, securities.

The effect of age on portfolio choices: evidence form an Italian pension fund,
Giuseppe Cappelletti, Giovanni Guazzarotti and Pietro Tommasino, from Bank of Italy, Economic Research and International Relations Area (2010)
Keywords: pension funds, portfolio choice

Dividend Taxes and International Portfolio Choice,
Mihir A. Desai and Dhammika Dharmapala, from Oxford University Centre for Business Taxation (2009)
Keywords: Dividends, Portfolio Choice, Taxes, Tax Treaties, Foreign Portfolio Investment

Household Portfolio Choice Before and After a House Purchase,
Ran Sun Lyng and Jie Zou, from Department of Economics and Business Economics, Aarhus University (2019)
Keywords: Portfolio choice, Personal finance, Housing

Health status and portfolio choice: Causality or heterogeneity?,
Elliott Fan and Ruoyun (Lucy) Zhao, in Journal of Banking & Finance (2009)
Keywords: Health Portfolio choice Heterogeneity Causality

Investment in financial literacy, social security and portfolio choice,
Tullio Jappelli and Mario Padula, from Center for Financial Studies (CFS) (2013)
Keywords: Financial Literacy, Portfolio Choice, Saving

Households’ savings and portfolio choices: micro and macroeconomic approaches,
Luc Arrondel, Vladimir Borgy and Frédérique Savignac, in Quarterly selection of articles - Bulletin de la Banque de France (2011)
Keywords: Portfolio choices, savings, housing, pensions.

Portfolio choice when managers control returns,
Egil Matsen, from Norges Bank (2005)
Keywords: Portfolio choice, diversification, optimal contracts

Portfolio Choice when Managers Control Returns,
Egil Matsen, from Department of Economics, Norwegian University of Science and Technology (2006)
Keywords: Portfolio choice; diversification; optimal contracts

Investment in Financial Literacy, Social Security and Portfolio Choice,
Tullio Jappelli and Mario Padula, from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2013)
Keywords: Financial Literacy, Portfolio Choice, Saving

Portfolio choice with time horizon risk,
Alexis Direr, from HAL (2020)
Keywords: portfolio choice,risk aversion,timing risk

PORTFOLIO CHOICE WITH TIME HORIZON RISK,
Alexis Direr, from HAL (2023)
Keywords: timing risk,portfolio choice,risk aversion

PORTFOLIO CHOICE WITH TIME HORIZON RISK,
Alexis Direr, in International Journal of Theoretical and Applied Finance (IJTAF) (2023)
Keywords: Portfolio choice, risk aversion, timing risk

Forced retirement risk and portfolio choice,
Guodong Chen, Minjoon Lee and Tong-yob Nam, in Journal of Empirical Finance (2020)
Keywords: Forced retirement; Human capital; Portfolio choice;

Portfolio Choice with Information-Processing Limits,
Altantsetseg Batchuluun, Yulei Luo and Eric Young, from University Library of Munich, Germany (2014)
Keywords: Rational Inattention, Optimal Consumption-Saving, Portfolio Choice.

Portfolio Choice with Time Horizon Risk,
Alexis Direr, from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2021)
Keywords: , portfolio choice, risk aversion, timing risk

Forced Retirement Risk and Portfolio Choice,
Guodong Chen, Minjoon Lee and Tong-yob Nam, from Carleton University, Department of Economics (2018)
Keywords: Forced Retirement, Portfolio Choice, the Risk Premium Puzzle

Portfolio choice in personal equilibrium,
Jing Ai, Lin Zhao and Wei Zhu, in Economics Letters (2018)
Keywords: Loss aversion; Personal equilibrium; Portfolio choice; Rank-dependent utility;

Portfolio choice in Mexico,
Alex Horenstein and Avichai Snir, in Journal of Behavioral and Experimental Finance (2017)
Keywords: Portfolio choice; Financial advice; Motivated assets; Home bias; Emerging markets;

International Portfolio Choice,
Ben Tims and Ronald Mahieu, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2003)
Keywords: international portfolio choice, investment horizon, mean-variance spanning

Skewness expectations and portfolio choice,
Tilman H. Drerup, Matthias Wibral and Christian Zimpelmann, in Experimental Economics (2023)
Keywords: Skewness, Stock market expectations, Portfolio choice, Behavioral finance

On Portfolio Choice with Savoring and Disappointment,
Elyès Jouini, Paul Karehnke and Clotilde Napp, in Management Science (2014)
Keywords: endogenous beliefs, anticipatory feelings, disappointment, optimism, portfolio choice, skewness, underdiversification

Stature, Obesity, and Portfolio Choice,
Jawad M. Addoum, George Korniotis and Alok Kumar, in Management Science (2017)
Keywords: portfolio choice; social experiences; behavioral finance; household finance

Skewness Expectations and Portfolio Choice,
Tilman H. Drerup, Matthias Wibral and Christian Zimpelmann, from University of Bonn and University of Mannheim, Germany (2022)
Keywords: Skewness, Stock Market Expectations, Portfolio Choice, Behavioral Finance

Aggregate portfolio choice,
Joachim Inkmann, in Journal of Empirical Finance (2024)
Keywords: Dynamic portfolio choice; Designing default funds; Earnings risk; Aggregation; GMM;

Income Volatility and Portfolio Choices,
Yongsung Chang, Jay. H. Hong, Marios Karabarbounis and Yicheng Wang, from Institute of Economic Research, Seoul National University (2020)
Keywords: Income Volatility; Portfolio Choice; Risky Share; Bayesian Learning;

Skewness Expectations and Portfolio Choice,
Tilman Drerup, Matthias Wibral and Christian Zimpelmann, from Institute of Labor Economics (IZA) (2022)
Keywords: stock market expectations, skewness, behavioral finance, portfolio choice

Income Volatility and Portfolio Choices,
Yongsung Chang, Jay Hong, Marios Karabarbounis and Yicheng Wang, from Federal Reserve Bank of Richmond (2020)
Keywords: Income Volatility; Portfolio Choice; Risky Share; Bayesian Learning

Portfolio Choice and Liquidity Constraints,
Michael Haliassos and Alexander Michaelides, from University of Cyprus Department of Economics (1999)
Keywords: Precautionary Saving; Portfolio Choice; Liquidity Constraints; Buffer Stock

Advertising and Portfolio Choice,
Henrik Cronqvist, from Center for Research on Pensions and Welfare Policies, Turin (Italy) (2005)
Keywords: Portfolio choice, Individual investor behavior, Mutual funds, Advertising

Calibration of shrinkage estimators for portfolio optimization,
Victor de Miguel and Francisco J. Nogales, from Universidad Carlos III de Madrid. Departamento de Estadística (2011)
Keywords: Portfolio choice

Wage Risk and Portfolio Choice: The Role of Correlated Returns,
Johannes König and Maximilian Longmuir, from DIW Berlin, German Institute for Economic Research (2021)
Keywords: Background risk, portfolio choice, household portfolios, investment behavior

Optimal portfolio choice for investors with industry-specific labor income risks,
Hui-Ju Tsai and Yangru Wu, in Finance Research Letters (2014)
Keywords: Portfolio choice; Labor income; Industries;

Cancer and Portfolio Choice: Evidence from Norwegian Register Data*,
Trond Døskeland and Jens Soerlie Kvaerner, in Review of Finance (2022)
Keywords: Portfolio choice, Health shocks, Cancer

The Heterogenous Relationship of Owner-Occupied and Investment Property with Household Portfolio Choice,
Marco Felici and Franz Fuerst, from European Real Estate Society (ERES) (2021)
Keywords: Household Finance; Portfolio choice; Property

The heterogeneous relationship of owner-occupied and investment property with household portfolio choice,
Marco Felici and Franz Fuerst, in Journal of Housing Economics (2023)
Keywords: Household finance; Property; Portfolio choice;

Subjective Return Expectations, Perceptions, and Portfolio Choice,
Hector Calvo-Pardo, Xisco Oliver and Luc Arrondel, in JRFM (2021)
Keywords: subjective expectations; perceptions; portfolio choice; household finance

The current account as a dynamic portfolio choice problem,
Tatiana Didier and Alexandre Lowenkron, in Journal of the Japanese and International Economies (2012)
Keywords: International investment; Portfolio choice; Current account balance;

Optimal portfolio choice with loss aversion over consumption,
Giuliano Curatola, in The Quarterly Review of Economics and Finance (2017)
Keywords: Loss-aversion; Habit-formation; Consumption–portfolio choice;

Unemployment and portfolio choice: Does persistence matter?,
Franziska Bremus and Vladimir Kuzin, in Journal of Macroeconomics (2014)
Keywords: Long-term unemployment; Social security; Portfolio choice;

Portfolio choice under transitory price impact,
Sergei Isaenko, in Journal of Economic Dynamics and Control (2010)
Keywords: Portfolio choice Liquidity Price impact Transaction costs

Optimal consumption and portfolio choice with loss aversion,
Giuliano Curatola, from Leibniz Institute for Financial Research SAFE (2016)
Keywords: Loss-aversion, Habit-formation, Consumption-portfolio choice

Price impact, strategic interaction and portfolio choice,
Giuliano Curatola, in The North American Journal of Economics and Finance (2022)
Keywords: Portfolio choice; Price impact; Strategic interaction;

Characteristics-based portfolio choice with leverage constraints,
Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade, in Journal of Banking & Finance (2016)
Keywords: Portfolio choice; Leverage constraint; Characteristics-based investing;

Portfolio Choice with Endogenous Donations - Modeling University Endowments,
Georg Cejnek, Richard Franz and Neal M. Stoughton, in Journal of Economics and Business (2023)
Keywords: University Endowments; Endogenous Donations; Optimal Portfolio Choice;

Portfolio choice, attention allocation, and price comovement,
Jordi Mondria, in Journal of Economic Theory (2010)
Keywords: Rational inattention Asset pricing Portfolio choice

Market Crashes, Correlated Illiquidity, and Portfolio Choice,
Hong Liu and Mark Loewenstein, in Management Science (2013)
Keywords: market crashes, portfolio choice, correlated illiquidity

Characteristics-based portfolio choice with leverage constraints,
Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade, from HAL (2016)
Keywords: Characteristics-based investing,Leverage constraint,Portfolio choice

Characteristics-based portfolio choice with leverage constraints,
Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade, from HAL (2016)
Keywords: Portfolio choice,Leverage constraint,Characteristics-based investing

Precautionary Saving and Health Insurance: A Portfolio Choice Perspective,
Jiaping Qiu, in Frontiers of Economics in China-Selected Publications from Chinese Universities (2016)
Keywords: precautionary motive; health insurance; portfolio choice

Relative Factor Endowments and International Portfolio Choice,
Cuñat, Alejandro and Christian Fons-Rosen, from C.E.P.R. Discussion Papers (2008)
Keywords: Factor endowments; Gravity equation; International portfolio choice

Rank matters–The impact of social competition on portfolio choice,
Oege Dijk, Martin Holmen and Michael Kirchler, in European Economic Review (2014)
Keywords: Portfolio choice; Tournaments; Social competition; Experimental finance;

Portfolio choice, behavioral preferences and equity home bias,
Alessandro Magi, in The Quarterly Review of Economics and Finance (2009)
Keywords: Portfolio choice Behavioral finance Equity home bias

Subjective Return Expectations, Perceptions, and Portfolio Choice,
Hector Calvo-Pardo, Xisco Oliver and Luc Arrondel, from HAL (2022)
Keywords: Subjective expectations,Perceptions,Portfolio choice,Household finance

Subjective Return Expectations, Perceptions, and Portfolio Choice,
Hector Calvo-Pardo, Xisco Oliver and Luc Arrondel, from HAL (2022)
Keywords: Subjective expectations,Perceptions,Portfolio choice,Household finance

Portfolio choice with sustainable spending: A model of reaching for yield,
John Campbell and Roman Sigalov, in Journal of Financial Economics (2022)
Keywords: Reaching for yield; Endowments; Sustainable spending; Portfolio choice;

Designing Social Security – A Portfolio Choice Approach,
Egil Matsen and Øystein Thøgersen, from Department of Economics, Norwegian University of Science and Technology (2000)
Keywords: Social security; risk sharing; portfolio choice

Labor-Market Uncertainty and Portfolio Choice Puzzles,
Yongsung Chang, Jay Hong and Marios Karabarbounis, from Federal Reserve Bank of Richmond (2014)
Keywords: Portfolio Choice; Labor-Market Uncertainty; Learning

Characteristics-based Portfolio Choice with Leverage Constraints,
Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade, from University of St. Gallen, School of Finance (2016)
Keywords: Portfolio choice, leverage constraint, characteristics-based investing

Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap,
Ellora Derenoncourt, Chi Hyun Kim, Moritz Kuhn and Moritz Schularick, from Federal Reserve Bank of Minneapolis (2024)
Keywords: Unemployment risk; Portfolio choice; Racial wealth gap

Selection into Financial Education and Effects on Portfolio Choice,
Irina Gemmo, Pierre-Carl Michaud and Olivia Mitchell, from Institut sur la retraite et l'épargne / Retirement and Savings Institute (2023)
Keywords: Financial Education, Financial Literacy, Portfolio Choice, Selection

Rational Inattention, Portfolio Choice, and the Equity Premium,
Yulei Luo, from Society for Computational Economics (2006)
Keywords: Rational Inattention, Portfolio Choice, and the Equity Premium

What drives the association between health and portfolio choice?,
C. Kronenberg, H. van Kippersluis and K.I.M. Rohde, from HEDG, c/o Department of Economics, University of York (2014)
Keywords: health; portfolio choice; panel data; elderly;

Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?,
Jules van Binsbergen and Michael Brandt, in Computational Economics (2007)
Keywords: Dynamic portfolio choice, Simulation method,

Pandemic-proofing Out-of-sample Portfolio Evaluations,
Hrishikesh Vinod, from Fordham University, Department of Economics (2023)
Keywords: Portfolio choice

Multicriteria Portfolio Choice and Downside Risk,
Anna Rutkowska-Ziarko and Pawel Kliber, in JRFM (2023)
Keywords: portfolio analysis; fundamental value; multicriterial choice; market multiple; downside risk

Consumption-Portfolio Choice with Preferences for Cash,
Holger Kraft and Farina Weiss, from Leibniz Institute for Financial Research SAFE (2017)
Keywords: consumption-portfolio choice, money in the utility function, stock demand, stochastic control

Uncertainty Aversion and Convexity in Portfolio Choice,
Xueqi Dong, from University Library of Munich, Germany (2021)
Keywords: Convexity, Portfolio Choice, Ambiguity, Uncertainty Aversion, Risk Aversion

Portfolio Choices in the Presence of Other Risks,
Israel Finkelshtain and James Chalfant, in Management Science (1993)
Keywords: portfolio choice, multivariate risk, risk aversion, multivariate risk premium