Optimal Multi-Horizon Portfolios with Forward-Looking Expectations and Loss Aversion : An Application To Sovereign Wealth Funds
Year of publication: |
2022
|
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Authors: | Alsweilem, Khalid ; Kritzman, Mark ; Rietveld, Malan |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Staatsfonds | Sovereign wealth fund | Erwartungsbildung | Expectation formation |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 20, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4188073 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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