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Loss-averse preferences and portfolio choices: An extension.

, , and . Eur. J. Oper. Res., 249 (1): 224-230 (2016)

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Portfolio Optimization with Quasiconvex Risk Measures., and . Math. Oper. Res., 40 (4): 1042-1059 (2015)Putting order in risk measures, and . Journal of Banking & Finance, 26 (7): 1473--1486 (July 2002)Representation of the penalty term of dynamic concave utilities., , and . Finance and Stochastics, 14 (3): 449-472 (2010)Loss-averse preferences and portfolio choices: An extension., , and . Eur. J. Oper. Res., 249 (1): 224-230 (2016)