Risk behavior for gain, loss, and mixed prospects
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Publication:490050
DOI10.1007/s11238-013-9396-xzbMath1303.91061OpenAlexW2050561190WikidataQ58318696 ScholiaQ58318696MaRDI QIDQ490050
Horst Zank, Peter Brooks, Simon Peters
Publication date: 21 January 2015
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-013-9396-x
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The valuation ``by-tranche of composite investment instruments ⋮ The case of ``Less is more: modelling risk-preference with expected downside risk
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