OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION |
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OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (English)
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16 May 2017
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cumulative prospect theory
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exponential utility
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optimal investment
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power utility
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risk management
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sensitivity analysis
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