How investors face financial risk loss aversion and wealth allocation with two-dimensional individual utility : a VaR application

How investors face financial risk loss aversion and wealth allocation with two-dimensional individual utility a VaR application

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Bibliographische Detailangaben
Veröffentlicht in:The VaR implementation handbook
1. Verfasser: Rengifo, Erick W. (VerfasserIn)
Weitere Verfasser: Trifan, Emanuela (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Anlageverhalten > Risikoaversion > Prospect Theory > Portfolio-Management > Risikomaß > Theorie > USA > Aufsatz im Buch
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