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The Bond-Stock Mix: A New Insight

Sami Attaoui and Pierre Six
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Pierre Six: Pôle Finance Responsable - Rouen Business School - Rouen Business School

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Abstract: This paper studies the impact on the bond-stock mix of the interaction of consumption and bequest motives. We obtain patterns of the bond-stock allocation in terms of investor's wealth, of investor's consumption and wealth related risk aversions as well as investor's investment horizon that result only from the simultaneous consideration of the two motives. To the best of the authors' knowledge, these patterns have not been underlined in the rich literature about the bond-stock mix.

Keywords: investment horizon; Bond-stock mix; consumption; bequest; risk aversion; investment horizon. (search for similar items in EconPapers)
Date: 2011-03-09
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Published in 50th Annual Meeting of the Southwestern Finance Association (SWFA), Mar 2011, Houston, United States

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Working Paper: The Bond-Stock Mix: A New Insight (2011)
Working Paper: The bond-stock mix: a new insight (2011)
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