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http://hdl.handle.net/11718/18614| Title: | Optimal allocation in a portfolio containing stock with heavy-tailed returns under disappointment aversion utility functions |
| Authors: | Das, Pradipto Saha, Ankan |
| Keywords: | Optimal allocation;Portfolio containing stock;Heavy-tailed returns |
| Issue Date: | 2006 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;001322 SP;001322 |
| URI: | http://hdl.handle.net/11718/18614 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2006_1322.pdf Restricted Access | 740.64 kB | Adobe PDF | View/Open Request a copy |
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