Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5089746 | Journal of Banking & Finance | 2012 | 12 Pages |
Abstract
⺠Analysis of impacts of the rider to decide on investment decisions dynamically. ⺠Illustration of investment and utility effects under background risk. ⺠Simulation study shedding light on the question if the rider is worth its costs.
Keywords
Related Topics
Social Sciences and Humanities
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Economics and Econometrics
Authors
Antje Mahayni, Judith C. Schneider,