Capital Protected Notes for Loss Averse Investors : A Counterintuitive Result
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- Rania HENTATI & Jean-Luc PRIGENT, "undated".
"Structured Portfolio Analysis under SharpeOmega Ratio,"
- Rania Hentati-Kaffel & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Documents de travail du Centre d'Economie de la Sorbonne 12002, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Rania Hentati-KAFFEL & Jean-Luc Prigent, 2014. "Structured portfolio analysis under SharpeOmega ratio," Working Papers 2014-425, Department of Research, Ipag Business School.
- Rania Hentati & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00657327, HAL.
- André De Palma & Nathalie Picard & Jean-Luc Prigent, 2009. "Prise en compte de l'attitude face au risque dans le cadre de la directive MiFID," Working Papers hal-00418892, HAL.
More about this item
KeywordsStructured finance; prospect theory; loss aversion; capital protection.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
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