Sökning: "Beta Decile Index Portfolio"

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  1. 1. Heterogeneity of U.S. Household Labor Income: Evidence from Stock Market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Zhixue Su; [2014]
    Nyckelord :Labor Income Process; Heterogeneity; Optimal Portfolio Choice; Beta Decile Index Portfolio; Sector Index Portfolio;

    Sammanfattning : The thesis is aimed to have a deeper understanding of heterogeneity of household labor income process across different educational levels and industrial categories. I utilize a fixed-effect model and risk decomposition methodology to analyze the differences of risk profile of labor income innovations and the correlation between labor income process and stock portfolio returns. LÄS MER