Narrow search
Showing 1 - 10 of 18,591
Cover Image
Wages, profits and the international portfolio puzzle
Bottazzi, Laura - In: European economic review : EER 40 (1996) 2, pp. 219-254
Persistent link: https://www.econbiz.de/10001334357
Cover Image
Optimization of consumption with labor income
El Karoui, Nicole - In: Finance and stochastics 2 (1998) 4, pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
Cover Image
Dynamic portfolio choice with stochastic wage and life insurance
Zeng, Xudong; Wang, Yuling; Carson, James M. - In: North American actuarial journal 19 (2015) 4, pp. 256-272
Persistent link: https://www.econbiz.de/10011497304
Cover Image
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
Bellalah, Mondher; Xu, Yaosheng; Zhang, Detao - In: Decision making and risk/return optimization in …, (pp. 397-422). 2019
Persistent link: https://www.econbiz.de/10012135890
Cover Image
A simple rule to determine the usefulness of the paygo system on diversification grounds
Romaniuk, Katarzyna - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 282-284
Persistent link: https://www.econbiz.de/10012034469
Cover Image
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Cover Image
Portfolio choices, firm shocks and uninsurable wage risk
Fagereng, Andreas; Guiso, Luigi; Pistaferri, Luigi - 2016
Persistent link: https://www.econbiz.de/10011581155
Cover Image
Portability, salary and asset price risk : a continuous-time expected utility comparison of DB and DC pension plans
Chen, An; Uzelac, Filip - In: Risks : open access journal 3 (2015) 1, pp. 77-102
This paper compares two different types of private retirement plans from the perspective of a representative beneficiary: a defined benefit (DB) and a defined contribution (DC) plan. While salary risk is the main common risk factor in DB and DC pension plans, one of the key differences is that...
Persistent link: https://www.econbiz.de/10010509440
Cover Image
Optimal portfolio choice for investors with industry-specific labor income risks
Tsai, Hui-Ju; Wu, Yangru - In: Finance research letters 11 (2014) 4, pp. 429-436
Persistent link: https://www.econbiz.de/10011300433
Cover Image
Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124