A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle
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Elsevier BV
Reference69 articles.
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2. Expected Shortfall: A Natural Coherent Alternative to Value at Risk
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Portfolio Performance Maximization with Generalized Kappa Ratio;SSRN Electronic Journal;2012
2. A Note on Reward-Risk Portfolio Selection and Two-Fund Separation;SSRN Electronic Journal;2010
3. Beyond Mean-Variance: Portfolios with Derivatives and Non-Normal Returns in Mental Accounts;SSRN Electronic Journal;2009
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