Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
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Publication:6105767
DOI10.1017/asb.2022.26zbMath1519.91218MaRDI QIDQ6105767
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Publication date: 26 June 2023
Published in: ASTIN Bulletin (Search for Journal in Brave)
loss aversionperformance measureutility maximizationbenchmarkingportfolio insurancerisk managementoptimal investmentasset allocationbenchmark-reference-based utility
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