Pages that link to "Item:Q3115967"
From MaRDI portal
The following pages link to Downside Loss Aversion and Portfolio Management (Q3115967):
Displaying 12 items.
- Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Emergency-dependent supply decisions with risk perception and price control (Q1719490) (← links)
- Static portfolio choice under cumulative prospect theory (Q1932528) (← links)
- Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
- Estimating the term structure of commodity market preferences (Q2286907) (← links)
- Downside loss aversion: winner or loser? (Q2350935) (← links)
- Distribution-robust loss-averse optimization (Q2361137) (← links)
- Comparing risks with reference points: a stochastic dominance approach (Q2520437) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)