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Risk Preferences and Loss Aversion in Portfolio Optimization

  • Maringer D
Springer Berlin Heidelberg, (2008), 27-45
DOI: 10.1007/978-3-540-77958-2_2
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Maringer, D. (2008). Risk Preferences and Loss Aversion in Portfolio Optimization. In Computational Methods in Financial Engineering (pp. 27–45). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-77958-2_2

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