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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~subject:"loss aversion"
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Portfolio performance under benchmarking relative loss and portfolio insurance : from omega ratio to loss aversion
Tak Wa Ng
;
Nguyen, Thai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 149-183
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