Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice
Author(s) -
Steven J. Davis,
Paul Willen
Publication year - 2000
Language(s) - English
Resource type - Reports
DOI - 10.3386/w7905
Subject(s) - portfolio , economics , econometrics , equity (law) , covariance , asset allocation , asset (computer security) , capital asset pricing model , financial economics , mathematics , statistics , computer security , computer science , political science , law
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom