Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence
We test the relation between ambiguity aversion and five household portfolio choice puzzles: nonparticipation in equities, low allocations to equity, home-bias, own-company stock ownership, and portfolio under-diversification. In a representative US household survey, we measure ambiguity preferences...
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Main Authors: | Dimmock, Stephen Geoffrey, Kouwenberg, Roy, Mitchell, Olivia S., Peijnenburg, Kim |
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Other Authors: | Nanyang Business School |
Format: | Article |
Language: | English |
Published: |
2016
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/82775 http://hdl.handle.net/10220/40311 |
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Institution: | Nanyang Technological University |
Language: | English |
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