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 |
Erscheint auch als (Online-Ausgabe):
Fortin, Ines. Optimal asset allocation under linear loss aversion. - Wien : IHS, 2010. - Online-Ressource (41 S.)
Persistent link: https://www.econbiz.de/10008669593