Optimal portfolio choice under loss aversion
Year of publication: |
2000-03-01
|
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Authors: | Berkelaar, A.B. ; Kouwenberg, R.R.P. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | optimal asset allocation | behavioral finance | loss aversion |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2000-08/A |
Source: |
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