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Optimal Investment in Schooling When Incomes Are Risky

Lawrence Olson; Halbert White; Hersh Shefrin

Journal of Political Economy 1979

This study demonstrates a tractable method for analyzing schooling investment with risky incomes. Constant relative risk aversion is assumed, and borrowing in a rudimentary capital market is allowed. A linear, variance-components model on log (real income) is estimated. Only unexplained variation is treated as a source of risk. Illustrative empirical results indicate that students should take either 4 years of college or none at all, depending on time preference, loan availability, and degree of risk aversion. Estimate risk-adjusted rates of return to college exceed 10 percent for some parameter values. Risk adjustments for college rates are small but positive.

DOI
10.1086/260776
Volume
87 (3)
Pages
522-539
Language
en
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