Sökning: "Andrejs Delmans"

Hittade 1 uppsats innehållade orden Andrejs Delmans.

  1. 1. Marriage and Unemployment within a Lifecycle Portfolio Allocation Model

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

    Författare :Andrejs Delmans; [2011]
    Nyckelord :portfolio optimization; human capital; unemployment risk; marital status; SOEP;

    Sammanfattning : We address the problem of optimal portfolio allocation for individuals who are exposed to uninsurable flows of risky non-financial income. We adopt a normative approach and calibrate our model using German data. LÄS MER