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  1. 1. Portfolio Selection with Risky Labor Income

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Sebastian Tham; Axel Trolle-Henckel; [2008]
    Nyckelord :Human capital; portfolio selection; hedging risky labor income;

    Sammanfattning : By accounting for the size of future wages and their covariance with other assets, a Swedish investor can increase his or her certainty equivalent of total wealth by between 3 and 89 basis points on an annualized basis, given stable risk-return relationships and depending on a number of factors. We develop a two-period model which accounts for multiple risky future wages and multiple risky assets. LÄS MER