Relative Risk Aversion Is Constant: Evidence from Panel Data

By Pierre-Andre Chiappori, M. Paiella. 2011

289 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9872fe2d90cd8e429c70fb76461dca9dc1d174c1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Paolo Sodini
2. Laurent E. Calvet
3. Milo Bianchi

In Economics and Econometrics

1. Paolo Sodini
2. Laurent E. Calvet
3. Thomas Lux
4. Milo Bianchi
5. T. Di Matteo
6. John Y. Campbell
7. Adlai J. Fisher
8. Taisei Kaizoji

In Finance

1. Paolo Sodini
2. Laurent E. Calvet
3. Thomas Lux
4. T. Di Matteo
5. Adlai J. Fisher
6. John Y. Campbell
7. Taisei Kaizoji

Citations in the corpus

• Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios (2013, background): “[33] Chiappori, Pierre-André, and Monica Paiella, 2008, Relative risk aversion is constant: evidence from panel data, forthcoming, Journal of the European Economic Association.”
• Chapter 21 - Household Finance: An Emerging Field∗ (2013, unknown): “…investors over time, panel data regressions are able to control for time invariant individual unobservable characteristics ξi and estimate the model Chiapporì and Paiella (2011) run ordinary least squares (OLS) regressions of time variations in a household’s portfolio risky share on time…”