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 |
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