Pages that link to "Item:Q5245027"
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The following pages link to Portfolio performance evaluation with loss aversion (Q5245027):
Displaying 15 items.
- Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
- Portfolio optimization under loss aversion (Q322671) (← links)
- On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- Loss aversion with multiple investment goals (Q1938967) (← links)
- Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
- Downside loss aversion: winner or loser? (Q2350935) (← links)
- Downside Loss Aversion and Portfolio Management (Q3115967) (← links)
- Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance (Q3631188) (← links)
- Rao’s quadratic entropy and maximum diversification indexation (Q4554479) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm (Q6567284) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)