Essays about: "Andrejs Delmans"

Found 1 essay containing the words Andrejs Delmans.

  1. 1. Marriage and Unemployment within a Lifecycle Portfolio Allocation Model

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andrejs Delmans; [2011]
    Keywords : portfolio optimization; human capital; unemployment risk; marital status; SOEP;

    Abstract : We address the problem of optimal portfolio allocation for individuals who are exposed to uninsurable flows of risky non-financial income. We adopt a normative approach and calibrate our model using German data. READ MORE