How investors face financial risk loss aversion and wealth allocation with two-dimensional individual utility : a VaR application
Erick W. Rengifo and Emanuela Trifan
| Year of publication: |
2009
|
|---|---|
| Authors: | Rengifo, Erick W. ; Trifan, Emanuela |
| Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 485-512
|
| Subject: | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827118