The Impact of Background Risk
| Year of publication: |
2012
|
|---|---|
| Authors: | Alghalith, Moawia |
| Publisher: |
[2012]: [S.l.] : SSRN |
| Subject: | Risikomodell | Risk model | Risikoaversion | Risk aversion | Entscheidung unter Risiko | Decision under risk |
| Description of contents: |
In this paper, we introduce an incomplete-market dynamic investment model with a correlated background risk. In so doing, we show the impact of background risk on the investment decisions
|
freely available
| Extent: | 1 Online-Ressource (7 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2, 2012 erstellt |
| Other identifiers: | 10.2139/ssrn.2033434 [DOI] |
| Classification: | D8 - Information and Uncertainty ; D2 - Production and Organizations ; G1 - General Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013108140