Optimal portfolio choice under loss aversion
Year of publication: |
2004
|
---|---|
Authors: | Berkelaar, Arjan B. ; Kouwenberg, Roy ; Post, Thierry |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 86.2004, 4, p. 973-987
|
Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Verlust | Loss | Aktienmarkt | Stock market | Theorie | Theory | USA | United States |
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