Do wealth fluctuations generate time-varying risk aversion?
Subtitle: micro-evidence on individuals' asset allocation
By: Markus K. Brunnermeier, Stefan Nagel.
Contributors: Nagel, Stefan, 1973-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12809.; Working paper series (National Bureau of Economic Research) -- working paper no. 12809.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 44
Subjects: Portfolio management -- Econometric models; Risk perception
Notes: "December 2006."

Includes bibliographical references (p. 23-26).

Also available in PDF from the NBER world wide web site (www.nber.org).