Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy.
Muñoz, Sònia.
Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy. - 1st ed. - 1 online resource (44 pages) - IMF Working Papers . - IMF Working Papers .
Intro -- Contents -- I. Introduction -- II. Habit Formation in Household Portfolios -- III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity -- IV. Empirical Results -- V. Conclusion -- Appendix: Data and Statistics -- References.
9781451908251
Portfolio management--Italy--Econometric models.
Electronic books.
HG4529.5.M85 2006
Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy. - 1st ed. - 1 online resource (44 pages) - IMF Working Papers . - IMF Working Papers .
Intro -- Contents -- I. Introduction -- II. Habit Formation in Household Portfolios -- III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity -- IV. Empirical Results -- V. Conclusion -- Appendix: Data and Statistics -- References.
9781451908251
Portfolio management--Italy--Econometric models.
Electronic books.
HG4529.5.M85 2006