Measurement of diversification between asset classes in the Survey of Consumer Finances

被引：2

作者：

Shin, Su Hyun ^{[1
]}

Seay, Martin C. ^{[2
]}

Kim, Kyong Tae ^{[1
]}

机构：

[1] Univ Alabama, Consumer Sci, Tuscaloosa, AL USA

[2] Kansas State Univ, Personal Financial Planning, Manhattan, KS 66506 USA

来源：

ECONOMICS LETTERS | 2017年 / 156卷

关键词：

Diversification; Asset allocation; Portfolio choice; Investment decisions; Survey of Consumer Finances;

D O I：

10.1016/j.econlet.2017.04.007

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Using the 2010 and 2013 Survey of Consumer Finances, we propose two new measures of asset class diversification that account for two main dimensions; the number of asset classes held and the degree of concentration of wealth in each asset class. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：22 / 26

页数：5

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