An evaluation of MLPM allocation rules on emerging markets portfolios

Emerging Markets Review

Volumn 4, Issue 1, 2003, Pages 73-90

  Pavabutr, Pantisa ^a,b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b THAMMASAT UNIVERSITY   (Thailand)

Author keywords

Loss aversion; Lower partial moment; Mean variance; Mean lower partial moment; Unconditional asset allocation

Indexed keywords

EID: 0037374298     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1566-0141(02)00064-X     Document Type: Article

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