Evidence on dynamic loss aversion from currency portfolios
Year of publication: |
2011
|
---|---|
Authors: | Froot, Kenneth ; Arabadjis, John ; Cates, Sonya ; Lawrence, Stephen |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 38.2011/12, 1, p. 60-68
|
Subject: | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Verlust | Loss |
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