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Financial risk taking in the presence of correlated non-financial background risk - MaRDI portal

Financial risk taking in the presence of correlated non-financial background risk (Q2178597)

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Financial risk taking in the presence of correlated non-financial background risk
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    Financial risk taking in the presence of correlated non-financial background risk (English)
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    11 May 2020
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    non-financial background risk
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    expectation dependence
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    portfolio choice
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    correlation aversion
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    correlated risks
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    marginal risk increase
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