Narrow search
Showing 21 - 30 of 725,188
Cover Image
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income
Viceira, Luis M. - 2001
This paper analyzes optimal portfolio decisions of long-horizon investors with undiversifiable labor income risk and … unambiguously larger for employed investors than for retired investors when labor income risk is uncorrelated with stock return risk … income risk on savings and portfolio choice and finds that, when labor income risk is independent of stock market risk, a …
Persistent link: https://www.econbiz.de/10012788168
Cover Image
Optimal retirement savings over the life cycle : a deterministic analysis in closed form
Fischer, Marcel; Jensen, Bjarne Astrup; Koch, Marlene - In: Insurance / Mathematics & economics 112 (2023), pp. 48-58
Persistent link: https://www.econbiz.de/10014446721
Cover Image
Econometrie van financie͏̈le markten : de bepaling van het risicoprofiel van beleggingen
Nijman, Theodore E.; Jong, Frank de - 1997
Persistent link: https://www.econbiz.de/10000962833
Cover Image
Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
Cover Image
Risiko
Bürkler, Nicolas; Hunziker, Stefan - 2008
Persistent link: https://www.econbiz.de/10003806700
Cover Image
Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧ - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-309
Persistent link: https://www.econbiz.de/10003464177
Cover Image
Unemployment and portfolio choice : does persistence matter?
Kuzin, Vladimir; Bremus, Franziska M. - 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/10003934763
Cover Image
Unemployment and portfolio choice : does persistence matter?
Kuzin, Vladimir; Bremus, Franziska M. - 2010 - This version: February 12, 2010
Persistent link: https://www.econbiz.de/10008905031
Cover Image
On portfolio separation theorems with heterogeneous beliefs and attitudes towards risk
Chabi-Yo, Fousseni (contributor); Ghysels, Eric (contributor) - 2008
The early work of Tobin (1958) showed that portfolio allocation decisions can be reduced to a two stage process: first decide the relative allocation of assets across the risky assets, and second decide how to divide total wealth between the risky assets and the safe asset. This so called...
Persistent link: https://www.econbiz.de/10003711697
Cover Image
Efficient risk simulations for linear asset portfolios in the t-copula model
Sak, Halis; Hörmann, Wolfgang; Leydold, Josef - In: European journal of operational research : EJOR 202 (2010) 3, pp. 802-809
Persistent link: https://www.econbiz.de/10003981022