Optimal Portfolio Choice Under Loss Aversion
Author:
Publisher
Elsevier BV
Reference26 articles.
1. Variable selection for portfolio choice;Y Ait-Sahalia;Journal of Finance,2001
2. Why Stocks May Disappoint
3. Generalized Concavity
4. Prospect theory and asset prices;N Barberis;Quarterly Journal of Economics,2001
5. A general equilibrium model of portfolio insurance;S Basak;Review of Financial Studies,1995
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