Explaining Hedge Fund Investment Styles by Loss Aversion
Year of publication: |
2002
|
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Authors: | Siegmann, Arjen ; Lucas, André |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Investmentfonds | Hedging | Kapitaleinkommen | Anlageverhalten | Risikoaversion | Finanzanalyse | Theorie | Hedgefonds | hedge funds | performance measurement | loss aversion | behavioral finance |
Series: | Tinbergen Institute Discussion Paper ; 02-046/2 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 834714485 [GVK] hdl:10419/85973 [Handle] RePEc:dgr:uvatin:20020046 [RePEc] |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
-
Explaining hedge fund investment styles by loss aversion
Siegmann, Adriaan Hendrik, (2002)
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Hedge Fund Flows and Performance Streaks : How Investors Weigh Information
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The Effect of Investment Constraints on Hedge Fund Investor Returns
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Risk aversion under preference uncertainty
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Risk aversion under preference uncertainty
Kräussl, Roman, (2012)
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