Tools
Tools
Fortin, Ines and Hlouskova, Jaroslava (2011) Optimal asset allocation under linear loss aversion. Journal of Banking & Finance, 35 (11), pp. 2974-2990.
Full text not available from this repository.
Official URL: http://dx.doi.org/10.1016/j.jbankfin.2011.03.023
| Item Type: | Article in Academic Journal |
|---|---|
| Keywords: | Loss aversion, Prospect theory, Portfolio optimization, MV/CVaR portfolios, Copula, Investment strategy |
| Classification Codes (e.g. JEL): | D03, D81, G11, G15, G24 |
| Status: | Published |
| Date Deposited: | 13 May 2015 08:43 |
| Last Modified: | 01 Apr 2016 14:19 |
| URI: | http://irihs.ihs.ac.at/id/eprint/3358 |
Actions (login required)
 |
View Item |