The case of "less is more" : modelling risk-preference with expected downside risk
Year of publication: |
Jun 2017
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Authors: | Ormos, Mihály ; Timotity, Dusán |
Published in: |
The B.E. journal of theoretical economics. - Berlin : De Gruyter, ISSN 1935-1704, ZDB-ID 2268339-2. - Vol. 17.2017, 2, p. 1-14
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Subject: | asset pricing | variance | conditional value at risk | expected downside risk | utility theory | behavioral finance | Theorie | Theory | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | CAPM | Risiko | Risk | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance | Erwartungsnutzen | Expected utility |
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