Limiting losses may be injurious to your wealth
Year of publication: |
2013
|
---|---|
Authors: | Grauer, Robert R. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 12, p. 5088-5100
|
Publisher: |
Elsevier |
Subject: | Power-utility and prospect-theory portfolios | Solvency | Portfolio-insurance | Value-at-risk and conditional-value-at-risk constraints |
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