Discrete-Time Financial Planning Models Under Loss-Averse Preferences
Year of publication: |
2005
|
---|---|
Authors: | Siegmann, Arjen ; Lucas, André |
Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 53.2005, 3, p. 403-414
|
Saved in:
Saved in favorites
Similar items by person
-
Risk aversion under preference uncertainty
Kräussl, Roman, (2010)
-
Explaining Hedge Fund Investment Styles by Loss Aversion
Siegmann, Arjen, (2002)
-
The effect of shortfall as a risk measure for portfolios with hedge funds
Lucas, André, (2008)
- More ...