Optimal investment with insurable background risk and nonlinear portfolio allocation frictions-Reference-Cited by-同舟云学术

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Optimal investment with insurable background risk and nonlinear portfolio allocation frictions

Published:2025-01 Issue: Volume:485 Page:129023
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Ramírez Hugo E.,Serrano Rafael^ORCID

Publisher

Elsevier BV

Reference40 articles.

1. Changes in background risk and risk taking behavior;Eeckhoudt;Econometrica,1996

2. Risk vulnerability and the tempering effect of background risk;Gollier;Econometrica,1996

3. Portfolio choice in the presence of background risk;Heaton;Econ. J.,2000

4. Exchange-rate hedging: financial versus operational strategies;Allayannis;Am. Econ. Rev.,2001

5. Risky choices and correlated background risk;Tsetlin;Manag. Sci.,2005

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