haku: @author McCarthy, P. / yhteensä: 2
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| Tekijä: | Krehbiel, T. L. McCarthy, P. |
| Otsikko: | An analysis of the determinants of portfolio selection |
| Lehti: | Quarterly Review of Economics and Business
1989 : AUT. VOL. 29:3, p.43-56. |
| Asiasana: | FINANCIAL MANAGEMENT PORTFOLIO MANAGEMENT |
| Kieli: | eng |
| Tiivistelmä: | The authors investigate investor portfolio choice behavior using probabilistic choice modeling. Common stock holdings of individual investors are used to analyze the determinants of portfolio selection. Multinomial logit parameters are estimated and found to be consistent with expected utility-maximizing behavior for risk-averse investors. |
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