Optimal Portfolio Choice under Loss Aversion

Optimal Portfolio Choice under Loss Aversion

Arjan B. Berkelaar, Roy Kouwenberg and Thierry Post
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Volume:
86
Language:
english
Journal:
The Review of Economics and Statistics
DOI:
10.2307/40042983
Date:
November, 2004
File:
PDF, 3.10 MB
english, 2004
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