Asymmetry, loss aversion and forecasting
Shaun A. Bond; Stephen E. Satchell
| Year of publication: |
2006
|
|---|---|
| Authors: | Bond, Shaun A. ; Satchell, Stephen |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 4, p. 1809-1830
|
| Subject: | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Risikoaversion | Risk aversion | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003378430