Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-26 (All new papers)
- NEP-BEC-2009-09-26 (Business Economics)
- NEP-UPT-2009-09-26 (Utility Models & Prospect Theory)
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