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Unemployment and Portfolio Choice : Does Persistence Matter?
Kuzin, Vladimir - 2010
(2005). We extend it by unemployment risk using Markov chains to model the transition between different employment states … systems as those established in the EU are able to offset the negative impact of unemployment risk on the portfolio …
Persistent link: https://www.econbiz.de/10013144138
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The risk parity portfolio and the low-risk asset anomaly
Omori, Kozo - In: Public policy review 9 (2013) 3, pp. 491-513
Persistent link: https://www.econbiz.de/10010190451
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The evaluation of financial risk and portfolio selection
Hacıoğlu, Ümit; Dinçer, Hasan; Çelik, Ismail Erkan - In: Managerial issues in finance and banking : a strategic …, (pp. 111-120). 2014
Persistent link: https://www.econbiz.de/10010208420
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Optimal portfolio choice over the life cycle with social security
Smetters, Kent A.; Chen, Ying - 2009
Persistent link: https://www.econbiz.de/10009354797
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Optimal portfolio choice with wage-indexed social security
Li, Jialun; Smetters, Kent A. - 2011
allocate its portfolio between risky stocks and risk-free bonds over its lifecycle. We show that allowing for the wage …
Persistent link: https://www.econbiz.de/10009129772
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The Taxation of Risky Assets
Bulow, Jeremy I. - 1982
adjusted to take account of future asset price risk. Some empirical calculations suggest that these adjustments are large, and …
Persistent link: https://www.econbiz.de/10012478211
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Households expectations and investing in safe and risky financial assets
Dajcman, Silvo - In: Finance a úvěr 70 (2020) 5, pp. 431-460
Persistent link: https://www.econbiz.de/10012483361
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Horizon-unbiased investment with ambiguity
Lin, Qian; Sun, Xianming; Zhou, Chao - In: Journal of economic dynamics & control 114 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012502569
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Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki - In: Journal of economic dynamics & control 118 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
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Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation
Payá, Ivan; Wang, Peng - In: Journal of empirical finance 38 (2016), pp. 221-235
Persistent link: https://www.econbiz.de/10011663298