Delegated portfolio models with a risk constraint under loss aversion (Q4927694)
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scientific article; zbMATH DE number 6177892
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| English | Delegated portfolio models with a risk constraint under loss aversion |
scientific article; zbMATH DE number 6177892 |
Statements
20 June 2013
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loss aversion
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delegated portfolio
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Monte Carlo simulation
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stochastic optimization
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numerical examples
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0.8034588098526001
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0.7949823141098022
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0.7686033844947815
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0.7654368281364441
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0.7572334408760071
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