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Incentive and welfare effects of correlated returns

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https://halshs.archives-ouvertes.fr/halshs-03021281
Contributor : Nelly Wirth <>
Submitted on : Tuesday, November 24, 2020 - 11:30:00 AM
Last modification on : Wednesday, November 25, 2020 - 3:27:24 AM

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Christophe Courbage, Richard Peter, Béatrice Rey. Incentive and welfare effects of correlated returns. Journal of Risk and Insurance, Wiley, In press, ⟨10.1111/jori.12330⟩. ⟨halshs-03021281⟩

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