Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
Year of publication: |
2007-02
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Authors: | Rengifo, Erick W. ; Trifan, Emanuela |
Institutions: | Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt |
Subject: | prospect theory | loss aversion | capital allocation | Value-at-Risk | portfolio evaluation |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | for complete metadata visit http://tubiblio.ulb.tu-darmstadt.de/28063/ Published in Darmstadt Discussion Papers in Economics . 180 (2007-02) |
Classification: | C32 - Time-Series Models ; C35 - Discrete Regression and Qualitative Choice Models ; G10 - General Financial Markets. General |
Source: |
-
Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
Rengifo, Erick W., (2006)
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The Individually Accepted Loss
Rengifo, Erick W., (2014)
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How Investors Face Financial Risk Loss Aversion and Wealth Allocation
Rengifo, Erick, (2008)
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Rengifo, Erick W., (2007)
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Entscheidungsregeln und ihr Einfluss auf den Aktienkurs
Trifan, Emanuela, (2004)
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