Leibniz Institute for Financial Research SAFE
Research Infrastructure for Financial Data
    • English
    • Deutsch
  • English 
    • English
    • Deutsch
  • Login
Search 
  •   FiF Home
  • Search
  •   FiF Home
  • Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
HoF Logo

Search

Show Advanced FiltersHide Advanced Filters

Filters

Use filters to refine the search results.

Now showing items 1-4 of 4

  • Sort Options:
  • Relevance
  • Title Asc
  • Title Desc
  • Issue Date Asc
  • Issue Date Desc
  • Results Per Page:
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
Thumbnail

When Do Jumps Matter for Portfolio Optimization? 

Ascheberg, Marius; Branger, Nicole; Kraft, Holger (2015-11-25)
We consider the continuous-time portfolio optimization problem of an investor with constant relative risk aversion who maximizes expected utility of terminal wealth. The risky asset follows a jump-diffusion model with a ...
Thumbnail

Life Insurance Demand under Health Shock Risk 

Kraft, Holger; Schendel, Lorenz S.; Steffensen, Mogens (2015-06-03)
This paper studies the life cycle consumption-investment-insurance problem of a family. The wage earner faces the risk of a health shock that significantly increases his probability of dying. The family can buy long-term ...
Thumbnail

Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs 

Buss, Adrian; Uppal, Raman; Vilkov, Grigory (2015-02-01)
In this paper, we study the effect of proportional transaction costs on consumption-portfolio decisions and asset prices in a dynamic general equilibrium economy with a financial market that has a single-period bond and ...
Thumbnail

Peer Effects and Risk Sharing in Experimental Asset Markets 

Baghestanian, Sascha; Gortner, Paul J.; van der Weele, Joël J. (2015-02-02)
Previous research has documented strong peer effects in risk taking, but little is known about how such social influences affect market outcomes. Since the consequences of social interactions are hard to isolate in financial ...
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
About  Data Protection
 

 

Browse

All of FiFCommunities & CollectionsIssue DateAuthorsTitlesResearch AreaJEL ClassificationKeywordsPublication Types

My Account

LoginRegister

Discover

AuthorKraft, Holger (2)Ascheberg, Marius (1)Baghestanian, Sascha (1)... View MoreResearch AreaFinancial Markets (3)Household Finance (2)Corporate Finance (1)... View MoreJEL Classification
G11 (4)
C63 (1)D14 (1)... View MoreTopic
Monetary Policy (4)
Consumption (3)Saving and Borrowing (2)... View MoreKeywordportfolio choice (2)asset markets (1)health shocks (1)... View MoreDate Issued
2015 (4)
Has File(s)Yes (4)
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
About  Data Protection