On the optimality of path-dependent structured funds: The cost of standardization-Reference-Cited by-同舟云学术

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On the optimality of path-dependent structured funds: The cost of standardization

Published:2019-08 Issue:1 Volume:277 Page:333-350
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Bertrand Philippe,Prigent Jean-luc

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference50 articles.

1. How rational could VIX investing be ?;Bahaji;Economic Modelling,2016

2. Regret in decision making under uncertainty;Bell;Operations Research,1982

3. Risk premiums for decision regret;Bell;Management Science,1983

4. Econometric methods to assess investor's risk tolerance;Ben-Akiva,2002

5. Risk, uncertainty and discrete choice models;Ben-Akiva;Marketing Letters,2008

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