Optimal portfolio choice under loss aversion
Arjan B. Berkelaar, Roy Kouwenberg, and Thierry Post
| Year of publication: |
2004
|
|---|---|
| Authors: | Berkelaar, Arjan B. ; Kouwenberg, Roy ; Post, Thierry |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 86.2004, 4, p. 973-987
|
| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Verlust | Loss | Aktienmarkt | Stock market | Theorie | Theory | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002536263