Asymmetries and Portfolio Choice
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More about this item
Keywords
Asset allocation; Downside risk;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2015-07-25 (Risk Management)
- NEP-UPT-2015-07-25 (Utility Models and Prospect Theory)
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