Limiting losses may be injurious to your wealth
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DOI: 10.1016/j.jbankfin.2013.07.047
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Cited by:
- Fortin, Ines & Hlouskova, Jaroslava, 2024.
"Prospect theory and asset allocation,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 214-240.
- Fortin, Ines & Hlouskova, Jaroslava, 2022. "Prospect theory and asset allocation," IHS Working Paper Series 42, Institute for Advanced Studies.
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More about this item
Keywords
Power-utility and prospect-theory portfolios; Solvency; Portfolio-insurance; Value-at-risk and conditional-value-at-risk constraints;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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