Downside loss aversion : winner or loser?
Year of publication: |
2015
|
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Authors: | Fortin, Ines ; Hlouskova, Jaroslava |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 81.2015, 2, p. 181-233
|
Subject: | Quadratic/downside loss aversion | Portfolio optimization | MV portfolios | CVaR portfolios | Investment strategy | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Risikomaß | Risk measure | Theorie | Theory | Anlageverhalten | Behavioural finance |
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