Loss aversion, large deviation preferences and optimal portfolio weights for some classes of return processes-Reference-Cited by-同舟云学术

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Loss aversion, large deviation preferences and optimal portfolio weights for some classes of return processes

Published:2007-05 Issue:2 Volume:378 Page:408-422
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Duffy Ken,Lobunets Olena,Suhov Yuri

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference17 articles.

1. The power of suggestion: inertia in 401(k) participation and savings behavior;Madrian;Q. J. Econ.,2001

2. Defined contribution pensions: plan rules, participant decisions, and the path of least resistance;Choi,2002

3. Saving for retirement on the path of least resistance;Choi,2006

4. Notes on effective bandwidths;Kelly,1996

5. P. Billingsley, Probability and measure, Wiley Series in Probability and Mathematical Statistics, third ed., Wiley, New York, 1995.

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