Cross-ownership and portfolio choice

A-Tier
Journal: Journal of Economic Theory
Year: 2021
Volume: 192
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Cross-ownership smooths firms' idiosyncratic shocks but affects their portfolio choice and, therefore, their risk-taking position. The classical intuition on the role of pooling risk in raising welfare is valid when ownership is evenly dispersed. However, when the ownership of some firms is concentrated in the hands of a few others, deeper integration leads to excessive risk-taking and volatility and, consequently, it results in lower aggregate welfare.

Technical Details

RePEc Handle
repec:eee:jetheo:v:192:y:2021:i:c:s0022053121000119
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25