2 search results - page 1 / 1 » Downside Loss Aversion and Portfolio Management |
MANSCI
2006
15 years 3 months ago
2006
112
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WSC
2004
15 years 4 months ago
2004
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...