A Behavioural Mean – Expected Shortfall Solution to the Asset Allocation Puzzle and the Time Diversification Puzzle

dc.contributor.author	Bakkevold, Ulrik Graff
dc.date.accessioned	2019-02-21T12:17:49Z
dc.date.available	2019-02-21T12:17:49Z
dc.date.issued	2018
dc.identifier.uri	http://hdl.handle.net/11250/2586770
dc.description	Master's thesis Business Administration BE501 - University of Agder 2018	nb_NO
dc.description.abstract	Konfidensiell til / confidential until 01.01.2024	nb_NO
dc.language.iso	eng	nb_NO
dc.publisher	Universitetet i Agder ; University of Agder	nb_NO
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no	*
dc.subject	BE501	nb_NO
dc.subject	Loss Aversion	nb_NO
dc.subject	Target Return	nb_NO
dc.subject	Expected Shortfall	nb_NO
dc.subject	Lower Partial Moments	nb_NO
dc.subject	Downside Risk	nb_NO
dc.subject	Asset Allocation Puzzle	nb_NO
dc.subject	Time Diversification Puzzle	nb_NO
dc.subject	Static Investment Horizon	nb_NO
dc.title	A Behavioural Mean – Expected Shortfall Solution to the Asset Allocation Puzzle and the Time Diversification Puzzle	nb_NO
dc.type	Master thesis	nb_NO
dc.subject.nsi	VDP::Samfunnsvitenskap: 200::Økonomi: 210	nb_NO
dc.source.pagenumber	69 p.	nb_NO

Med mindre annet er angitt, så er denne innførselen lisensiert som Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal