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The Foregone Gains of Incomplete Portfolios. (2006). Paiella, Monica.
In: CSEF Working Papers.
RePEc:sef:csefwp:156.

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Cited: 6

Citations received by this document

Cites: 23

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Cocites: 50

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Coauthors: 0

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  1. Portfolio Inertia and Stock Market Fluctuations. (2009). Haliassos, Michael ; Georgarakos, Dimitris ; Bilias, Yannis .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7239.

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  2. Wealth Shocks and Risk Aversion. (2007). Sousa, Ricardo.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:28/2007.

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  3. Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory.. (2007). Paiella, Monica ; Attanasio, Orazio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_620_07.

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  4. Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory. (2006). Paiella, Monica ; Attanasio, Orazio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12412.

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  5. Stock market optimism and participation cost: a mean-variance estimation. (2005). Paiella, Monica ; Tiseno, Andrea .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:040.

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  6. Stock market optimism and participation cost: a mean-variance estimation. (2004). Paiella, Monica ; Tiseno, Andrea .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:239.

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References

References cited by this document

  1. Attanasio, O., and G. Weber, 1995, Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey, Journal of Political Economy, 103, 1121-1157.

  2. Attanasio, O., Banks, J., and S. Tanner, 2002, Asset Holding and Consumption Volatility, Journal of Political Economy, 110, 771-792.

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    Paper not yet in RePEc: Add citation now
  10. Kocherlakota, N., 1990, On Tests of the Representative Agent Asset Pricing Models, Journal of Monetary Economics, 6, 285-304.
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  11. Lucas, D., 1994, Asset Pricing with Undiversifiable Risk and Short Sales Constraints: Deepening the Equity Premium Puzzle, Journal of Monetary Economics, 34, 325-342.

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    Paper not yet in RePEc: Add citation now

Cocites

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  2. Testing Full Consumption Insurance in the Frequency Domain. (2008). Santos Monteiro, Paulo.
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