The valuation "by-tranche" of composite investment instruments
Year of publication: |
March 2017
|
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Authors: | Sonsino, Doron ; Rosenboim, Mosi ; Shavit, Tal |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 82.2017, 3, p. 353-393
|
Subject: | Composite investments | Frame invariance | Correlation neglect | Limited loss aversion | Increasing marginal disutility of loss | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | Verlust | Loss |
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