Solbjerg Plads 3
Frederiksberg, DK-2000
Denmark
Copenhagen Business School - Department of Finance
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Portfolio management, labor income risk, interest rate risk, hedging, borrowing constraints, life-cycle
Dynamic asset allocation, hedging, term structure of interest rates
Portfolio choice, learning, VAR, predictability, hedging demands
Minimum interest rate guarantee, asset allocation restrictions, utility loss
Dynamic portfolio choice, stochastic interest rates, incomplete markets
Interest rates, inflation, deflation, money, lower bound, general equilibrium.