A cumulative prospect view on portfolios that hold structured products
Jürgen Vandenbroucke (University of Antwerp and KBC Asset Management)
| Year of publication: |
October-December 2015
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| Authors: | Vandenbroucke, Jürgen |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 16.2015, 4, p. 297-310
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| Subject: | Loss aversion | Probability distortion | Options | Structured products | Optimal portfolio | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Prospect Theory | Prospect theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2015.1095750 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011566139