2 search results - page 1 / 1 » Downside Loss Aversion and Portfolio Management |
MANSCI
2006
13 years 10 months ago
2006
WSC
2004
14 years 6 days 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...