Optimal investment with insurable background risk and nonlinear portfolio allocation frictions

Hugo E. Ramírez, Rafael Serrano. Optimal investment with insurable background risk and nonlinear portfolio allocation frictions. Applied Mathematics and Computation, 485:129023, 2025. [doi]

Authors

Hugo E. Ramírez

This author has not been identified. Look up 'Hugo E. Ramírez' in Google

Rafael Serrano

This author has not been identified. Look up 'Rafael Serrano' in Google