Household portfolio allocation, uncertainty, and risk

QR Code

Household portfolio allocation, uncertainty, and risk

Analysing the Panel Study of Income Dynamics and the Health and Retirement Study, we investigate the extent to which US households reduce their financial risk exposure when confronted with background risk. Our novel modelling approach – termed a deflated ordered fractional model – quantifies how the...

Full description

Bibliographic Details
Main Authors:	Brown, S., Gray, D., Harris, Mark, Spencer, C.
Format:	Journal Article
Published:	2021
Online Access:	http://hdl.handle.net/20.500.11937/86466

Similar Items

The influence of household saving motives on the propensity to save and portfolio allocation decisions
by: Ahmad Mahdzan, Nurul Shahnaz
Published: (2010)

Household saving, health, and healthcare utilization in Japan
by: Alzuabi, R., et al.
Published: (2022)

International portfolio optimisation under uncertainty
by: Chatsanga, Nonthachote
Published: (2017)

CHANGING DEMOGRAPHICS - IMPLICATIONS FOR HOUSEHOLD PORTFOLIOS
by: Tripathi, Sanjay
Published: (2010)

Uncertainty and the Bank of England's MPC
by: Chappell, H.W., et al.
Published: (2021)

Market Making and Portfolio Liquidation under Uncertainty
by: Nystrom, K., et al.
Published: (2014)

FMCG portfolio budget allocation to price promotions using Modern Portfolio Theory (MPT)
by: Varua, Maria
Published: (2012)

Portfolio Management: Selection and Allocation across Intelligent Analysis
by: Xie, Cong
Published: (2008)

Biases in international portfolio allocation and investor protection standards
by: Kwabi, Frank O., et al.
Published: (2017)

Management Of Portfolio Of Mutual Funds:Developing a model for allocation of funds in portfolios of mutual Funds by Indian Investors based on the risk-need analysis
by: Bhandari, Punya
Published: (2010)

Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set
by: Ling, A., et al.
Published: (2019)

Perception versus reality: The portfolio allocations of UK property companies
by: Mohd. Ali, Hishamuddin, et al.
Published: (2000)

Cryptocurrency Tokens: A Quantitative Study of Global Minimum Variance Portfolio and Naïve Allocation Strategies in Portfolio Diversification
by: Wang, Lin
Published: (2020)

Portfolio allocation as the president's calculations: loyalty, copartisanship, and political context in South Korea
by: Lee, Don S.
Published: (2018)

An empirical test on the determinants of households' stock market participation decision and portfolio composition.
by: Ma, Lin
Published: (2007)

Risk-adjusted portfolio performance
by: Cheah, Yvonne Ai Lin
Published: (2012)

Determinants of household saving in Australia
by: Harris, Mark, et al.
Published: (2002)

The effect of the inclusion of uncertainty on the optimal allocation of resources to climate change mitigation and adaptation programs
by: Maybee, Bryan, et al.
Published: (2012)

The effect of the inclusion of uncertainty on the optimal allocation of resources to climate change mitigation and adaptation programmes
by: Maybee, Bryan, et al.
Published: (2014)

Modelling Category Inflation with Multiple Inflation Processes: Estimation, Specification and Testing
by: Brown, S., et al.
Published: (2020)

Risk allocation in the oil and gas contracts
by: Wan Zahari, Wan Mohd Zulhafiz
Published: (2016)

Different downside risk approaches in portfolio optimisation
by: Saiful Hafizah Hj. Jaaman,, et al.
Published: (2011)

The Downside Risk Optimal Portfolio Selection Problem
by: Kamil, Anton Abdulbasah, et al.
Published: (2005)

The Downside Risk Optimal Portfolio Selection Problem.
by: Kamil, Anton Abdulbasah
Published: (2005)

Cost of Capital and Discounting – Risk and Uncertainty.
by: Lilford, Eric
Published: (2021)

Uncertainty, Risk Taking and Marital Happiness
by: Anderson-Jones, William
Published: (2009)

Fiscal uncertainty and sovereign credit risk
by: Hantzsche, Arno
Published: (2018)

On the contractual risk allocation in oil and gas projects
by: Wan Zahari, Wan Mohd Zulhafiz
Published: (2017)

Climate policy uncertainty and power generation investments: A real options-CVaR portfolio optimization approach
by: ShahNazari, M., et al.
Published: (2015)

Optimal reinsurance under risk and uncertainty on Orlicz hearts
by: Kong, D., et al.
Published: (2017)

Portfolio Value at Risk: Concept, Implementation and Models Backtesting
by: Dalli, Ismail
Published: (2011)

Portfolio optimisation with Equally-weighted risk contributions strategy
by: Kladnik, Tina
Published: (2009)

Risk measures and portfolio construction in different economic scenarios
by: Saiful Hafizah Jaaman,, et al.
Published: (2013)

When is More Uncertainty Better? A Model of Uncertainty Regulation and Effectiveness
by: Griffin, Mark, et al.

The role of currency derivatives in across countries portfolio risk management: A case of international stock portfolio diversification.
by: Liu, Miou
Published: (2007)

Supply Chain Risks and Uncertainty in the Automotive Industry
by: Lin, Sung-Chieh
Published: (2012)

Overtopping risk and uncertainty analysis of embankment dams
by: Goodarzi, Ehsan
Published: (2010)

Portfolio risk management based on risk factors of stock market volatility in Korea
by: Lee, Seung Hwan
Published: (2022)

Volatility of the USD: Effects from economic policy uncertainty, monetary policy uncertainty and geopolitical risk
by: Thaw, Jia Yee
Published: (2023)

Household and occupational exposure to pesticides and risk of breast cancer
by: El-Zaemey, S., et al.
Published: (2014)