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 14

  • 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

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

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

International Capital Markets with Time-Varying Preferences 

Curatola, Giuliano; Dergunov, Ilya (2017-08-02)
We propose a 2-country asset-pricing model where agents' preferences change endogenously as a function of the popularity of internationally traded goods. We determine the effect of the time-variation of preferences on ...
Thumbnail

BEA 

Unbekannter Autor
The Bureau of Economic Analysis produces economic accounts statistics that enable government and business decision-makers, researchers, and the American public to follow and understand the performance of the Nation's economy.
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

IFO 

Unbekannter Autor
"The ifo Institute provides the material with which it strives to shape the discourse on relevant topics in academia and in the public eye - hence our claim ""Shaping the Economic Debate"""
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 ...
  • 1
  • 2
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
Impressum  Datenschutz
 

 

Stöbern

Gesamter BestandBereiche & SammlungenErscheinungsdatumPersonenTitelForschungsbereicheJEL-KlassifizierungSchlagwortePublikationstypen

Benutzerkonto

EinloggenRegistrieren

Entdecke

AutorSchendel, Lorenz S. (3)Curatola, Giuliano (2)Buss, Adrian (1)... mehrForschungsbereichHousehold Finance (11)Financial Markets (6)Financial Institutions (4)... mehrJEL-KlassifizierungG11 (13)D91 (9)G12 (8)... mehrThemen
Consumption (14)
Monetary Policy (8)Household Finance (7)... mehrSchlagwort
portfolio choice (14)
labor income risk (7)health shocks (6)... mehrErscheinungsdatum2014 (2)2015 (2)2016 (1)Has File(s)Yes (13)No (1)
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
Impressum  Datenschutz