Three Essays On Portfolio Choice

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Three Essays On Portfolio Choice

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Author : Joshua Stuart White
language : en
Publisher:
Release Date : 2003

Three Essays On Portfolio Choice written by Joshua Stuart White and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Portfolio management categories.

Three Essays In Portfolio Choice And Asset Pricing

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Author : Antonios Sangvinatsos
language : en
Publisher:
Release Date : 2005

Three Essays In Portfolio Choice And Asset Pricing written by Antonios Sangvinatsos and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.

Three Essays On Asset Pricing Portfolio Choice And Behavioral Finance

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Author : Ehud Peleg
language : en
Publisher: ProQuest
Release Date : 2008

Three Essays On Asset Pricing Portfolio Choice And Behavioral Finance written by Ehud Peleg and has been published by ProQuest this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Capital assets pricing model categories.

Three Essays In Dynamic Portfolio Choice

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Author : Sinan Tan
language : en
Publisher:
Release Date : 2006

Three Essays In Dynamic Portfolio Choice written by Sinan Tan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.

Three Essays In Asset Pricing And Portfolio Choice

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Author : Mahmoud Botshekan
language : en
Publisher:
Release Date : 2012

Three Essays In Asset Pricing And Portfolio Choice written by Mahmoud Botshekan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.

Three Essays On Household Portfolio Choice

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Author : Tae-Young Pak
language : en
Publisher:
Release Date : 2016

Three Essays On Household Portfolio Choice written by Tae-Young Pak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.

This dissertation considers household portfolio choice at the end of life-cycle. Three essays examine the importance of uncertainty about medical expenditure risk, cognitive aging, and subjective life horizon, and their role in explaining late-life savings decisions and portfolio allocation. Chapter 2 of the dissertation, entitled "Medical expenditure risk and precautionary saving: Evidence from Medicare Part D", tests the presence of precautionary saving motive to cope with medical expenditure risk. By examining Medicare Part D and it's association with household saving, I demonstrate that social insurance programs discourage private saving by reducing health-related uncertainty. Chapter 3 of the dissertation, entitled "Econometric analysis of cognitive abilities and portfolio choice", explores the role of cognitive aging in explaining a portfolio rebalancing towards safer assets at the end of life-cycle. In this essay, I argue that a gradual decrease in risky asset ownership at the end of life-cycle is in part driven by losing cognitive capabilities. I pay particular attention to testing whether such association is observed only on the extensive margin - that is, changes in ownership, or both risky asset ownership and reallocation across the intensive margin are affected. Causality is tested by exploiting exogenous variation in cognitive health, created by the introduction of Medicare Part D in 2006. Chapter 4 of the dissertation, entitled "Subjective life expectancy and portfolio choice: A household bargaining approach", examines collective decision-making when spouses have an incentive to bargain over portfolio allocation. This article starts with two well-known facts: (a) difference in life expectancy between husband and wife; and (b) age disparity in marriage. These two facts imply that females, on average, face 5 or 6 years longer retirement period to finance, and thus have more incentive to hold risky assets to achieve higher expected capital gains in the long-term. A difference in life expectancy then creates an incentive to bargain over how to allocate savings to risky and non-risky assets. The estimation results indeed show that more financial wealth is allocated to risky assets when a spouse with longer life expectancy has the "final say."

Three Essays In Dynamic Portfolio Choice

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Author : Sinan Tan
language : en
Publisher:
Release Date : 2006

Three Essays In Dynamic Portfolio Choice written by Sinan Tan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.

The dissertation consists of three essays. All essays are joint work with my thesis advisor Anthony Lynch.

Three Essays On Consumption And Portfolio Choice In The Presence Of Market Frictions

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Author : Hyeng Keun Koo
language : en
Publisher:
Release Date : 1992

Three Essays On Consumption And Portfolio Choice In The Presence Of Market Frictions written by Hyeng Keun Koo and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.

Three Essays On Consumption Portfolio Choice And Retirement Accounts

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Author : Pu Li
language : en
Publisher:
Release Date : 2014

Three Essays On Consumption Portfolio Choice And Retirement Accounts written by Pu Li and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Consumption (Economics) categories.

Three Essays In Portfolio Selection

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Author : Marco Taboga
language : en
Publisher:
Release Date : 2005

Three Essays In Portfolio Selection written by Marco Taboga and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.