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Mean–variance econometric analysis of household portfolios
16 references·4 citing·36 second hop
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this work references cited by second hop

References

  • 1978Specification Tests in Econometrics18,788 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 2007Financial Literacy and Stock Market Participation3,545 cited
  • 2006Household Finance2,391 cited
  • 2007Baby Boomer retirement security: The roles of planning, financial literacy, and housing wealth2,143 cited
  • 2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk1,042 cited
  • 2004Portfolio Choice in the Presence of Housing1,004 cited
  • 2002Owner-Occupied Housing and the Composition of the Household Portfolio832 cited
  • 2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income755 cited
  • 2002Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures560 cited
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  • 2006Recent Changes in U.S. Family Finances: Evidence from the 2001 and 2004 Survey of Consumer Finances489 cited
  • 2003NBER Macroeconomics Annual 2002471 cited
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  • 1987Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods

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420 cited
  • 2003Household stockholding in Europe: where do we stand and where do we go?417 cited
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    • 2016Return expectations and risk aversion heterogeneity in household portfolios26 cited
    • 2014Subjective Return Expectations, Information and Stock Market Participation: Evidence from France25 cited
    • 2008Household Portfolios and Implicit Risk Aversion21 cited
    • 2010The Phillips curve and the Italian lira, 1861–199818 cited