Optimal allocation in a portfolio containing stock with heavy-tailed returns under disappointment aversion utility functions

dc.contributor.advisor	Laha, Arnab Kumar
dc.contributor.author	Das, Pradipto
dc.contributor.author	Saha, Ankan
dc.date.accessioned	2016-10-06T12:31:10Z
dc.date.available	2016-10-06T12:31:10Z
dc.date.copyright	2006
dc.date.issued	2006
dc.identifier.uri	http://hdl.handle.net/11718/18614
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management Ahmedabad	en_US
dc.relation.ispartofseries	SP;001322
dc.relation.ispartofseries	SP;001322
dc.subject	Optimal allocation	en_US
dc.subject	Portfolio containing stock	en_US
dc.subject	Heavy-tailed returns	en_US
dc.title	Optimal allocation in a portfolio containing stock with heavy-tailed returns under disappointment aversion utility functions	en_US
dc.type	Student Project	en_US