Time diversification under loss aversion : a bootstrap analysis
Year of publication: |
2013
|
---|---|
Authors: | Fong, Wai-mun |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 4/6, p. 605-610
|
Subject: | Portfolio-Management | Portfolio selection | Staatspapier | Government securities | Aktienmarkt | Stock market | Bootstrap-Verfahren | Bootstrap approach | Prospect Theory | Prospect theory | USA | United States | 1927-2010 |
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