Title:

The Economic Value of Controlling for Large Losses in Portfolio Selection

Author:

Alexandra Dias (Leicester U)

Journal:

Journal of Banking and Finance

Year:

2016

Volume:

72

Pages:

S81-91

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.jbankfin.2016.04.016