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Keywords:risky labor income 

Working Paper
Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice

This paper develops and applies a simple graphical approach to portfolio selection that accounts for covariance between asset returns and an investor's labor income. Our graphical approach easily handles income shocks that are partly hedgeable, multiple risky assets, multiple risky assets, many periods, and life cycle considerations.
Working Papers , Paper 13-9

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