Portfolio optimization under loss aversion (Q322671): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2015.11.038
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+W2186018049
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+Coherent Measures of Risk
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+Q3323695
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+Prospect Theory and Asset Prices
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+Myopic Loss Aversion and the Equity Premium Puzzle
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+Risk analysis with contractual default. Does covenant breach matter?
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+Processing second-order stochastic dominance models using cutting-plane representations
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+Variance vs downside risk: Is there really that much difference?
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+Prospect Theory: An Analysis of Decision under Risk
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+Stochastic Dominance and Expected Utility: Survey and Analysis
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+Mean-variance approximations to expected utility
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+CVaR norm and applications in optimization
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+Portfolio construction based on stochastic dominance and target return distributions
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+Safety First and the Holding of Assets
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+Stochastic Dominance and Applications to Finance, Risk and Economics
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+Stochastic models for risk estimation in volatile markets: a survey
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+Advances in prospect theory: cumulative representation of uncertainty
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+Q2892811
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@@ links / mardi / name / links / mardi / name @@
+Publication:322671