Capital Protected Notes for Loss Averse Investors : A Counterintuitive Result
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Rania HENTATI & Jean-Luc PRIGENT, "undated".
"Structured Portfolio Analysis under SharpeOmega Ratio,"
- Rania Hentati-KAFFEL & Jean-Luc Prigent, 2014. "Structured portfolio analysis under SharpeOmega ratio," Working Papers 2014-425, Department of Research, Ipag Business School.
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More about this item
KeywordsStructured finance; prospect theory; loss aversion; capital protection.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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