Optimal portfolio choice under loss aversion
Year of publication: |
2000-03-01
|
---|---|
Authors: | Kouwenberg, Roy ; Berkelaar, Berkelaar, A.B. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | behavioral finance | loss aversion | optimal asset allocation |
Extent: | application/pdf |
---|---|
Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2000-08/A |
Source: |
-
Optimal portfolio choice under loss aversion
Berkelaar, A.B., (2000)
-
Asset allocation with time series momentum and reversal
He, Xue-zhong, (2018)
-
Explaining hedge fund investment styles by loss aversion
Siegmann, Adriaan Hendrik, (2002)
- More ...
-
Dynamic asset allocation and downside-risk aversion
Kouwenberg, Roy, (2000)
-
Investing in a real world with mean-reverting inflation.
Kouwenberg, Roy, (2003)
-
Retirement saving with contribution payments and labor income as a benchmark for investments.
Kouwenberg, Roy, (2003)
- More ...