经济与管理研究2016，Vol.37Issue(5)：50-57,8.DOI:10.13502/j.cnki.issn1000-7636.2016.05.007
居民风险偏好水平对家庭资产结构的影响--基于中国家庭问卷调查数据的实证研究
Impact of Resident’s Risk Attitude on Household Asset Structure-An Empirical Study Based on the Survey Data on Chinese Household
摘要
Abstract
The paper examines the impact of resident’s risk attitude on the risk degree and diversification of the household portfolio.It shows that the relationship between resident risk preference and the weight of the risky financial asset is positive,and it is the same with the risk preference and the portfolio diversification.Moreover,the residents are inclined to hold portfolio consist of only risk free assets when they are more risk averse,which can explain the positive relation between resident’s risk preference and portfolio diversification.Lastly,residents of low risk preference with lower income and worse health are more inclined to hold risk free portfolio,compared to those with higher income and better health.关键词
居民风险偏好/家庭资产结构/风险性/分散性Key words
resident’s risk preference/household portfolio/risk degree/diversification分类
管理科学引用本文复制引用
王渊,杨朝军,蔡明超..居民风险偏好水平对家庭资产结构的影响--基于中国家庭问卷调查数据的实证研究[J].经济与管理研究,2016,37(5):50-57,8.基金项目
国家社会科学基金重大项目“产业升级背景下优化发展中国多层次资本市场体系问题研究” （）
