Essays about: "Axel Trolle-Henckel"
Found 1 essay containing the words Axel Trolle-Henckel.
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1. Portfolio Selection with Risky Labor Income
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : By accounting for the size of future wages and their covariance with other assets, a Swedish investor can increase his or her certainty equivalent of total wealth by between 3 and 89 basis points on an annualized basis, given stable risk-return relationships and depending on a number of factors. We develop a two-period model which accounts for multiple risky future wages and multiple risky assets. READ MORE
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