The VAR Implementation Handbook, Chapter 23 - How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application

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  • Publisher: McGraw-Hill (Professional)
  • Print ISBN: 9780071732826, 0071732829

  • eText ISBN: 9780071732826, 0071732829

  • Copyright year: 2009