Add to ORKGThis paper investigates the impact of multiplicative background risk on an investor's portfolio choice in a mean-variance framework. We also study the efficient boundary frontiers with and without risk-free security
This paper reports the results of experiments on portfolio choice in the presence of nontradeable in...
∗ Preliminary draft, don’t quote without permission 2 The paper examines how background risk can aff...
"March 31, 2008" -- Title pageWe provide a necessary and a sufficient condition on an individual's e...
This paper investigates the impact of multiplicative background risk on an investor's portfolio choi...
This paper investigates the impact of background risk on an investor’s portfolio choice in a mean-Va...
We examine the effects of background risks on optimal portfolio choice. Examples of background risks...
This paper studies the impact of background risk on the indifference curve. We first study the shape...
In this paper we present two dynamic models of background risk. We first present a stochastic factor...
Although there has been much attention in recent years on the effects of additive background risks, ...
'We consider random wealth of the multiplicative form xy, where x and y are statistically independen...
Estimating the effect of background risk on individual financial choices faces two challenges. Es...
Hara C, Huang J, Kuzmics C. Effects of background risks on cautiousness with an application to a por...
We examine the effects of non-portfolio risks on optimal portfolio choice. Examples of non-portfolio...
International audienceWe introduce the notion of cross-risk vulnerability to generalize the concept ...
Portfolio selection has been a major area of study after Markowitz\u27s ground-breaking paper. Risk ...
This paper reports the results of experiments on portfolio choice in the presence of nontradeable in...
∗ Preliminary draft, don’t quote without permission 2 The paper examines how background risk can aff...
"March 31, 2008" -- Title pageWe provide a necessary and a sufficient condition on an individual's e...
This paper investigates the impact of multiplicative background risk on an investor's portfolio choi...
This paper investigates the impact of background risk on an investor’s portfolio choice in a mean-Va...
We examine the effects of background risks on optimal portfolio choice. Examples of background risks...
This paper studies the impact of background risk on the indifference curve. We first study the shape...
In this paper we present two dynamic models of background risk. We first present a stochastic factor...
Although there has been much attention in recent years on the effects of additive background risks, ...
'We consider random wealth of the multiplicative form xy, where x and y are statistically independen...
Estimating the effect of background risk on individual financial choices faces two challenges. Es...
Hara C, Huang J, Kuzmics C. Effects of background risks on cautiousness with an application to a por...
We examine the effects of non-portfolio risks on optimal portfolio choice. Examples of non-portfolio...
International audienceWe introduce the notion of cross-risk vulnerability to generalize the concept ...
Portfolio selection has been a major area of study after Markowitz\u27s ground-breaking paper. Risk ...
This paper reports the results of experiments on portfolio choice in the presence of nontradeable in...
∗ Preliminary draft, don’t quote without permission 2 The paper examines how background risk can aff...
"March 31, 2008" -- Title pageWe provide a necessary and a sufficient condition on an individual's e...