lukestein’s Twitter Archive—№ 2,050

@daniel_egan @arpitrage @BillWinterberg @MichaelKitces Not sure it qualifies as a practical implementation, but is very interesting. Basic approach of the paper is to use observed portfolios (assumed optimal) and education/industry/age to back out preference parameters: risk aversion, time preference, and IES. wpcarey.asu.edu/sites/default/files/john_campbell_seminar_paper_march_29_2019.pdf