Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals

S-Tier
Journal: American Economic Review
Year: 2008
Volume: 98
Issue: 3
Pages: 713-36

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We use data from the Panel Study of Income Dynamics to investigate how households portfolio allocations change in response to wealth fluctuations. Persistent habits, consumption commitments, and subsistence levels can generate time-varying risk aversion with the consequence that when the level of liquid wealth changes, the proportion a household invests in risky assets should also change in the same direction. In contrast, our analysis shows that the share of liquid assets that households invest in risky assets is not affected by wealth changes. Instead, one of the major

Technical Details

RePEc Handle
repec:aea:aecrev:v:98:y:2008:i:3:p:713-36
Journal Field
General
Author Count
2
Added to Database
2026-01-24