Optimal asset allocation under linear loss aversion
Year of publication: |
2011
|
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Authors: | Fortin, Ines ; Hlouskova, Jaroslava |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 11, p. 2974-2990
|
Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | EU-Staaten | EU countries | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution |
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