Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach

"We consider the problem of an individual who has to make decisions (under uncertainty) about optimal consumption, investment, and life insurance purchase in a financial market with a finite number of securities; the role of the life insurance is to protect the individual's family of an ev...

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Detalles Bibliográficos
Autores Principales: Gómez, Fabio, Londoño, Jaime A.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Taylor and Francis Group 2020
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/26672
https://doi.org/10.1080/00207160.2020.1797699