Dynamic option-based strategies under downside loss aversion
Year of publication: |
2013
|
---|---|
Authors: | Jalal, Amine |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 15.2012/13, 3, p. 69-85
|
Subject: | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Volatilität | Volatility |
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