Optimal investment in hedge funds under loss aversion
Year of publication: |
May 2017
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Authors: | Zou, Bin |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 3, p. 1-32
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Subject: | Cumulative prospect theory | exponential utility | optimal investment | power utility | risk management | sensitivity analysis | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | Hedgefonds | Hedge fund | Risikomanagement | Risk management |
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