Optimal portfolio choice under loss aversion

A Berkelaar, GT (Thierry) Post, Roy Kouwenberg

Research output: Contribution to journal › Article › Academic › peer-review

235 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	973-987
Number of pages	15
Journal	The Review of Economics and Statistics
Volume	86
Issue number	4
DOIs	https://doi.org/10.1162/0034653043125167
Publication status	Published - 2004

Research programs

@article{2604098c96e542c9aa15f55c2c738875,

title = "Optimal portfolio choice under loss aversion",

author = "A Berkelaar and Post, {GT (Thierry)} and Roy Kouwenberg",

year = "2004",

doi = "10.1162/0034653043125167",

language = "Undefined/Unknown",

volume = "86",

pages = "973--987",

journal = "The Review of Economics and Statistics",

issn = "0034-6535",

publisher = "MIT Press Journals",

number = "4",

}