Leibniz-Institut für Finanzmarktforschung SAFE
Forschungsdaten Infrastruktur für Finanzdaten
    • English
    • Deutsch
  • Deutsch 
    • English
    • Deutsch
  • Einloggen
Suche 
  •   FiF Startseite
  • Suche
  •   FiF Startseite
  • Suche
JavaScript is disabled for your browser. Some features of this site may not work without it.
HoF Logo

Suche

Show Advanced FiltersHide Advanced Filters

Filter

Verwenden Sie Filter, um die Suchergebnisse zu verfeinern.

Anzeige der Dokumente 1-10 von 13

  • Sortiermöglichkeiten:
  • Relevanz
  • Titel aufsteigend
  • Titel absteigend
  • Erscheinungsdatum aufsteigend
  • Erscheinungsdatum absteigend
  • Ergebnisse pro Seite:
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
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

Consumption-Investment Problems with Stochastic Mortality Risk 

Schendel, Lorenz S. (2014-03-03)
I numerically solve realistically calibrated life cycle consumption-investment problems in continuous time featuring stochastic mortality risk driven by jumps, unspanned labor income as well as short-sale and liquidity ...
Thumbnail

Critical Illness Insurance in Life Cycle Portfolio Problems 

Schendel, Lorenz S. (2014-03-03)
I analyze a critical illness insurance in a consumption-investment model over the life cycle. I solve a model with stochastic mortality risk and health shock risk numerically. These shocks are interpreted as critical illness ...
Thumbnail

Preference Evolution and the Dynamics of Capital Markets 

Curatola, Giuliano (2016-05-13)
This paper introduces endogenous preference evolution into a Lucas-type economy and explores its consequences for investors' trading strategy and the dynamics of asset prices. In equilibrium, investors herd and hold the ...
Thumbnail

Datastream 

Unbekannter Autor
Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...
Thumbnail

FRED 

Unbekannter Autor
Federal Reserve Economic Data (FRED) is a database maintained by the Research division of the Federal Reserve Bank of St. Louisthat has more than 500,000 economic time series from 87 sources. The data can be viewed in ...
Thumbnail

PSID 

Unbekannter Autor
The Panel Study of Income Dynamics (PSID) is the longest running longitudinal household survey in the world. The study began in 1968 with a nationally representative sample of over 18,000 individuals living in 5,000 families ...
Thumbnail

World Bank 

Unbekannter Autor
The World Bank DataBank is an analysis and visualisation tool that contains collections of time series data on a variety of topics. You can create your own queries; generate tables, charts, and maps; and easily save, embed, ...
Thumbnail

CRSP 

Unbekannter Autor
Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the ...
Thumbnail

Destatis 

Unbekannter Autor
The Federal Statistical Office is the institution to contact first for official data on the society, the economy, the environment and the state. We provide objective statistics that have been compiled in a neutral and ...
  • 1
  • 2
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
Impressum  Datenschutz
 

 

Stöbern

Gesamter BestandBereiche & SammlungenErscheinungsdatumPersonenTitelForschungsbereicheJEL-KlassifizierungSchlagwortePublikationstypen

Benutzerkonto

EinloggenRegistrieren

Entdecke

AutorSchendel, Lorenz S. (3)Curatola, Giuliano (1)Kraft, Holger (1)... mehrForschungsbereichHousehold Finance (12)Macro Finance (6)Financial Institutions (5)... mehrJEL-Klassifizierung
D91 (13)
G11 (12)D14 (8)... mehrThemenConsumption (9)Monetary Policy (8)Household Finance (7)... mehrSchlagwort
portfolio choice (13)
labor income risk (9)stochastic mortality risk (8)... mehrErscheinungsdatum2014 (2)2015 (1)2016 (1)Has File(s)Yes (12)No (1)
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
Impressum  Datenschutz