Limiting losses may be injurious to your wealth
Robert R. Grauer
| Year of publication: |
2013
|
|---|---|
| Authors: | Grauer, Robert R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 5088-5100
|
| Subject: | Power-utility and prospect-theory portfolios | Solvency | Portfolio-insurance | Value-at-risk and conditional-value-at-risk constraints | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010342790