Linking Risk Management Under Expected Shortfall to Loss-Averse Behavior
Year of publication: |
2020
|
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Authors: | Chen, An |
Other Persons: | Nguyen, Thai (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Theorie | Theory | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 31, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3664590 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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