Hedging recessions

DOI10.1016/j.jedc.2019.07.001zbMath1425.91250OpenAlexW4230176013MaRDI QIDQ2338516

Claus Munk, Linda Sandris Larsen, Nicole Branger

Publication date: 21 November 2019

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://research.cbs.dk/en/publications/9f06ec62-5f42-4b46-9843-032da8c7257e

zbMATH Keywords

business cyclelife-cycle modelportfolio planningunemployment risk

Mathematics Subject Classification ID

Related Items (1)

Factor investing for the long run

Cites Work

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• The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?
• Optimal Life-Cycle Portfolios for Heterogeneous Workers*
• Consumption Over the Life Cycle

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