Title of article
The impact of background risk
Author/Authors
Moawia Alghalith، نويسنده , , Moawia، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
3
From page
6506
To page
6508
Abstract
In this paper, we introduce an incomplete-market dynamic investment model with a correlated background risk. In so doing, we show the impact of background risk on the investment decisions.
Keywords
Background risk , uncertainty , Portfolio , Stochastic , Investment , correlated
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2012
Journal title
Physica A Statistical Mechanics and its Applications
Record number
1736287
Link To Document