The demand for a risky asset in the presence of a background risk
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Publication:629340
DOI10.1016/j.jet.2010.10.011zbMath1244.91045OpenAlexW2054638964WikidataQ59356404 ScholiaQ59356404MaRDI QIDQ629340
Publication date: 9 March 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2010.10.011
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Cites Work
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- Expectation dependence of random variables, with an application in portfolio theory
- Mixed risk aversion
- A note on optimal insurance in the presence of a nonpecuniary background risk
- On the covariance between functions
- Stochastic Dominance and the Maximization of Expected Utility
- Some Concepts of Dependence
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