Work

Optimal asset allocation under linear loss aversion

Year: 2011

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2011.03.023

Authors: Ines Fortin, Jaroslava Hlouskova

Institutions: Institut für Höhere Studien - Institute for Advanced Studies (IHS), Thompson Rivers University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2068616019

FWCI: 5.647

Cites: 39

Cited by: 55

Related to: 10