Title of article :
The impact of background risk
Author/Authors :
Moawia Alghalith، نويسنده , , Moawia، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
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
Journal title :
Physica A Statistical Mechanics and its Applications
