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