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This paper employs the survey data of CHFS (2013) to investigate the impact of housing investment on household stock market participation and portfolio choice. The results show that larger housing investment encourages the household…

综合经济学 · 经济学 2020-01-07 Huirong Liu

We propose a novel approach to infer investors' risk preferences from their portfolio choices, and then use the implied risk preferences to measure the efficiency of investment portfolios. We analyze a dataset spanning a period of six…

投资组合管理 · 定量金融 2020-10-28 Agostino Capponi , Zhaoyu Zhang

This study focuses on the impact of digital finance on households. While digital finance has brought financial inclusion, it has also increased the risk of households falling into a debt trap. We provide evidence that supports this notion…

综合经济学 · 经济学 2022-01-25 Pengpeng Yue , Aslihan Gizem Korkmaz , Zhichao Yin , Haigang Zhou

Against the backdrop of rapid technological advancement and the deepening digital economy, this study examines the causal impact of digital transformation on corporate financial asset allocation in China. Using data from A-share listed…

综合金融 · 定量金融 2025-09-12 Yundan Guo , Han Liang , Li Shen

This article examines the impact of China's delayed retirement announcement on households' savings behavior using data from China Family Panel Studies (CFPS). The article finds that treated households, on average, experience an 8% increase…

综合经济学 · 经济学 2023-07-07 Shun Zhang

This paper examines how household-targeted government policies influence financial market participation conditional on financial literacy, focusing on potential Central Bank Digital Currency (CBDC) adoption. Due to the lack of empirical…

理论经济学 · 经济学 2026-02-23 Maria Elena Filippin

We investigate the effects of stockholding on households' attention to the macroeconomy. Households' attentiveness is measured by their accuracy of inflation expectations and perceptions. Relative to non-stockholders, stockholders produce…

综合经济学 · 经济学 2024-07-24 Hie Joo Ahn , Shihan Xie

We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification and heterogeneous investments using a random matrix dynamical…

风险管理 · 定量金融 2025-02-03 Preben Forer , Barak Budnick , Pierpaolo Vivo , Sabrina Aufiero , Silvia Bartolucci , Fabio Caccioli

This paper proposes a brand-new measure of energy efficiency at household level and explores how it is affected by access to credit. We calculate the energy and carbon intensity of the related sectors, which experience a substantial decline…

综合经济学 · 经济学 2022-11-17 Jun Zhou , Zhichao Yin , Pengpeng Yue

The study analyzed the impact of financial inclusion on the effectiveness of monetary policy in developing countries. By using a panel data set of 10 developing countries during 2004-2020, the study revealed that the financial inclusion…

综合经济学 · 经济学 2023-08-25 Gautam Kumar Biswas , Faruque Ahamed

This paper studies the investment decision of the Spanish households using a unique data set, the Spanish Survey of Household Finance (EFF). We propose a theoretical model in which households, given a fixed investment in housing, allocate…

投资组合管理 · 定量金融 2022-02-07 Sergio Mayordomo , María Rodriguez-Moreno , Juan Ignacio Peña

The stock market has become an increasingly popular investment option among new generations, with individuals exploring more complex assets. This rise in retail investors' participation necessitates a deeper understanding of the driving…

计算机视觉与模式识别 · 计算机科学 2024-07-16 Gunbir Singh Baveja , Aaryavir Verma

We analyze and quantify, in a financial market with parameter uncertainty and for a Constant Relative Risk Aversion investor, the utility effects of two different boundedly rational (i.e., sub-optimal) investment strategies (namely, myopic…

数理金融 · 定量金融 2017-09-14 Michele Longo , Alessandra Mainini

Network theory proved recently to be useful in the quantification of many properties of financial systems. The analysis of the structure of investment portfolios is a major application since their eventual correlation and overlap impact the…

统计金融 · 定量金融 2018-01-09 Danilo Delpini , Stefano Battiston , Guido Caldarelli , Massimo Riccaboni

Financial inclusion ensures that individuals have access to financial products and services that meet their needs. As a key contributing factor to economic growth and investment opportunity, financial inclusion increases consumer spending…

机器学习 · 计算机科学 2024-02-20 Tristan Bester , Benjamin Rosman

The paper presents findings from a comprehensive study examining the saving and credit behaviors of low-income households residing in unauthorized colonies within a metropolitan area. Utilizing a dual approach, the study engaged in…

综合经济学 · 经济学 2024-12-05 Divya Sharma

We study how to assess the potential benefit of diversifying an equity portfolio by investing within and across equity sectors. We analyse 20 years of US stock price data, which includes the global financial crisis (GFC) and the COVID-19…

投资组合管理 · 定量金融 2022-06-22 Nick James , Max Menzies , Georg A. Gottwald

This research, employing the Alkire-Foster approach to uncover multidimensional poverty between 2012 and 2020 in China, models and examines the sustainable effects and mechanisms of the three-pillar pension system in household poverty…

综合经济学 · 经济学 2025-01-17 Yansong David Wang , Tao Louie Xu , Cheng Yuan

Whilst academic, commercial and policy literature on financial exclusion is extensive and wide-ranging, there have been very few attempts to quantify and measure localised financial exclusion anywhere in the world. This is a subject of…

综合金融 · 定量金融 2022-02-14 George Sullivan , Luke Burns

Financial inclusion and inclusive growth are the buzzwords today. Inclusive growth empowers people belonging to vulnerable sections. This in turn depends upon a variety of factors, the most important being financial inclusion, which plays a…

综合经济学 · 经济学 2021-05-26 Manohar Serrao , Aloysius Sequeira , K. V. M. Varambally
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