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Optimal Portfolio Choice and Investment in Education

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Author Info
Egil Matsen () (Department of Economics, Norwegian University of Science and Technology)
Snorre Lindset () (Department of Industrial Economics, Norwegian University of Science and Technology, and Trondheim Business School)

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Abstract

In this paper we analyze how an individual should optimally invest in her own human capital when she also has financial wealth. We treat the individual’s option to take more education as expansion options and apply real option analysis. We characterize the individual’s optimal consumption strategy and portfolio weights. The individual has a demand for hedging financial risk, labor income risk, and also wage level risk.

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File URL: http://www.svt.ntnu.no/iso/WP/2007/4hc_pchoice_slem.pdf
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Publisher Info
Paper provided by Department of Economics, Norwegian University of Science and Technology in its series Working Paper Series with number 8707.

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Length: 16 pages
Date of creation: 06 Jul 2007
Date of revision:
Handle: RePEc:nst:samfok:8707

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Related research
Keywords: Optimal portfolio choice Investment in human capital Hedging demand

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
D14 - Microeconomics - - Household Behavior - - - Personal Finance
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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This page was last updated on 2008-11-7.


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