The case of "less is more" : modelling risk-preference with expected downside risk
Year of publication: |
Jun 2017
|
---|---|
Authors: | Ormos, Mihály ; Timotity, Dusán |
Subject: | asset pricing | variance | conditional value at risk | expected downside risk | utility theory | behavioral finance | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Anlageverhalten | Behavioural finance | Risiko | Risk | Erwartungsbildung | Expectation formation | Kapitaleinkommen | Capital income |
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