Optimal asset allocation under linear loss aversion
Ines Fortin; Jaroslava Hlouskova
| Year of publication: |
2010
|
|---|---|
| Authors: | Fortin, Ines ; Hlouskova, Jaroslava |
| Publisher: |
Wien : Inst. für Höhere Studien (IHS) |
| Subject: | Risikoaversion | Risk aversion | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | USA | United States | EU-Staaten | EU countries | Portfoliomanagement |
| Extent: | 41 S. graph. Darst. 30 cm |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 257 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 39 - 41 Adresse d. Verl.: 1060 Wien, Stumpergasse 56 |
| Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; G24 - Investment Banking; Venture Capital; Brokerage |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008669593