Essays about: "Beta Decile Index Portfolio"

Found 1 essay containing the words Beta Decile Index Portfolio.

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

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

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

    Abstract : 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. READ MORE