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Guillemette, Michael; Nanigian, David - In: Financial services review : the journal of individual … 23 (2014) 3, pp. 207-218

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Loss distributions : computational efficiency in an extended framework

Stahl, Daniel H. - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 29-42

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Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints

Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 69 (2016), pp. 224-237

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Fast approximation of loan portfolio loss

Bai, Jenny; Seppälä, Heikki; Poon, Ser-Huang - In: Global credit review 4 (2014), pp. 67-85

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Constrained index tracking under loss aversion using differential evolution

Maringer, Dietmar G. - In: Natural computing in computational finance ; [the …, (pp. 7-24). 2008

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Capital income taxation and risk taking under prospect theory

Hlouskova, Jaroslava; Tsigaris, Panagiotis Demetrios - 2012

; portfolio choice ; prospect theory ; loss aversion ; reference level ; taxation …This research examines capital income taxation for a loss averse investor under some acceptable in the literature … the attractive full loss offset provisions. However, risk taking can be stimulated if the investor interprets part of the …

Persistent link: https://www.econbiz.de/10009684798