Portfolio optimization under loss aversion (Q322671): Difference between revisions
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Revision as of 02:29, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under loss aversion |
scientific article |
Statements
Portfolio optimization under loss aversion (English)
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7 October 2016
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portfolio optimization
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loss aversion
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mean-risk model
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utility functions
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