1.

Record Nr.

UNINA9910464353503321

Autore

Muñoz Sònia <1970->

Titolo

Habit formation and persistence in individual asset portfolio holdings [[electronic resource] ] : the case of Italy / / [prepared by] Sònia Muñoz

Pubbl/distr/stampa

[Washington, D.C.], : International Monetary Fund, African Dept., 2006

ISBN

1-4623-7504-9

1-4519-9441-9

1-283-51660-8

9786613829054

1-4519-0825-3

Descrizione fisica

1 online resource (44 p.)

Collana

IMF working paper ; ; WP/06/29

Soggetti

Portfolio management - Italy - Econometric models

Asset allocation - Italy - Econometric models

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"January 2006."

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""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""