Optimal Portfolio Choice under Loss Aversion
Author:
Publisher
MIT Press - Journals
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://www.mitpressjournals.org/doi/pdf/10.1162/0034653043125167
Reference24 articles.
1. Variable Selection for Portfolio Choice
2. Prospect Theory and Asset Prices
3. A General Equilibrium Model of Portfolio Insurance
4. Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
5. Myopic Loss Aversion and the Equity Premium Puzzle
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