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consequences of health shocks or the mechanisms behind the spillover effects. We analyse the short- and long-term effects of cancer … breadwinner type). We use full population register data on all cancer patients and their cohabiting partners in Finland over the … period 1995-2019. Our identification strategy is based on the quasi-random variation in the timing of the cancer diagnosis …
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Quadratic optimization for asset portfolios often leads to error maximization, with optimizers zooming in on large errors in the predicted inputs, that is, expected returns and risks. The consequence in most cases is a poor real-time performance. In this paper we show how to improve real-time...
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This paper analyzes short term portfolio investment opportunities in a capital market where a currency is defined as a currency basket, i.e. a linear combination of foreign currencies. In line with the mean-variance hedging approach, we determine a self-financed optimal investment strategy which...
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