Portfolio choices and hedge funds : a disappointment aversion analysis
René Ferland, Simon Lalancette
| Year of publication: |
2021
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|---|---|
| Authors: | Ferland, René ; Lalancette, Simon |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 7, p. 679-705
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| Subject: | certainty equivalent | Disappointment aversion | hedge funds | portfolio choices | skewed t distribution | tail risk | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2020.1832552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012516119