Income Risk, Borrowing Constraints, and Portfolio Choice.

S-Tier
Journal: American Economic Review
Year: 1996
Volume: 86
Issue: 1
Pages: 158-72

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

Economic theory suggests that uninsurable income risk and the expectation of future borrowing constraints can reduce the share of risky assets in a household's portfolio. If the utility function exhibits decreasing absolute risk aversion and decreasing prudence, an individual will reduce his exposure to rate-of-return risks when confronted with other independent risks. If there are transaction costs, the expectation of future borrowing constraints should induce individuals to keep a lower proportion of their wealth in the form of illiquid and risky assets. The authors find support for these propositions in a cross-section of Italian households. Copyright 1996 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:86:y:1996:i:1:p:158-72
Journal Field
General
Author Count
3
Added to Database
2026-01-25