Risky asset allocation and consumption rule in the presence of background risk and insurance markets
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DOI: 10.1016/j.insmatheco.2011.10.010
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Cited by:
- Ramírez, Hugo E. & Serrano, Rafael, 2025.
"Optimal investment with insurable background risk and nonlinear portfolio allocation frictions,"
Applied Mathematics and Computation, Elsevier, vol. 485(C).
- Ramírez, H & Serrano, R, 2023. "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Documentos de Trabajo 20658, Universidad del Rosario.
- Hugo E. Ramirez & Rafael Serrano, 2023. "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Papers 2303.04236, arXiv.org.
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Keywords
Risky asset allocation; Consumption rule; Background risk; Insurance demand; Equity premium puzzle;All these keywords.
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