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Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Kallinterakis, Vasileios ; Kontosakos, Vasileios E ; Hwang, Soosung ; Pantelous, Athanasios A.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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  1. Dynamic portfolio selection under generalized disappointment aversion. (2024). Liang, Zongxia ; Wang, Sheng ; Xia, Jianming ; Yuan, Fengyi.
    In: Papers.
    RePEc:arx:papers:2401.08323.

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