Downside Loss Aversion and Portfolio Management
Author:
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
Link
https://pubsonline.informs.org/doi/pdf/10.1287/mnsc.1050.0486
Reference26 articles.
1. Coherent Measures of Risk
2. Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
3. Optimal rules for ordering uncertain prospects
4. Safety-First, Stochastic Dominance, and Optimal Portfolio Choice
5. Capital market equilibrium in a mean-lower partial moment framework
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