Portfolio Allocation, Income Uncertainty and Households' Flight from Risk
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- Sarah Brown & Dan Gray & Mark N. Harris & Christopher Spencer, 2016. "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," Working Papers 2016012, The University of Sheffield, Department of Economics.
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More about this item
Keywords
fractional models; flight from risk; background risk; asset allocation;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2017-01-08 (Risk Management)
- NEP-UPT-2017-01-08 (Utility Models and Prospect Theory)
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