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Le modele de choix de portefeuille des menages de FOE

Author

Listed:
  • Augory, C.
  • Boutillier, M.
  • Sejourne, B.

Abstract

Le modele de choix de portefeuille developpe et utilise a des fins de prevision par le pole epargne de FOE est elabore a partir de l'estimation de l'encours de chaque actif financier detenu par les menages par un modele a correction d'erreur sur la periode 1978-1995. En dehors des effets d'arbitrage traditionnels et de l'influence de variables reglementaires, nous insistons plus particulierement sur la deformation progressive des portefeuilles faisant suite aux nombreuses innovations de produits financiers au cours de la periode d'etude.

Suggested Citation

  • Augory, C. & Boutillier, M. & Sejourne, B., 2000. "Le modele de choix de portefeuille des menages de FOE," Papers 2000-15/fi, Caisse des Depots et Consignations - Cahiers de recherche.
    • Handle: RePEc:fth:cadeco:2000-15/fi
    as

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    Citations

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    Cited by:

    1. Michel Boutillier & Fabrice Pansard & Bruno Séjourné, 2001. "Le développement de l’assurance-vie en France : analyse et implications pour le système financier et le gouvernement d’entreprise," Revue d'Économie Financière, Programme National Persée, vol. 63(3), pages 67-90.
    2. Marie-Laure Barut-Etherington & Charlotte Bellon & Valentine Salmon & Franck Sédillot, 2023. "La percée historique du livret d’épargne populaire," Bulletin de la Banque de France, Banque de France, issue 248.

    More about this item

    Keywords

    MARCHE FINANCIER ; MENAGE ; MODELES ECONOMIQUES;
    All these keywords.

    JEL classification:

    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • D13 - Microeconomics - - Household Behavior - - - Household Production and Intrahouse Allocation

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