Risky asset allocation and consumption rule in the presence of background risk and insurance markets
Year of publication: |
2012
|
---|---|
Authors: | Lin, Wen-chang ; Lu, Jin-ray |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 150-158
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikoaversion | Risk aversion |
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