back to author index
   
title:
 
Long-Term Asset Management Strategy under Loss Aversion: A Quasi-Ladder Payoff Distribution Approach
publication:
 
JCIS-2006 Proceedings
part of series:
  Advances in Intelligent Systems Research
ISBN:
  978-90-78677-01-7
ISSN:
  1951-6851
DOI:
  doi:10.2991/jcis.2006.101 (how to use a DOI)
author(s):
 
Huai-i Lee, Hsinan Hsu, Len-Kuo Hu
corresponding author:
 
Huai-i Lee
publication date:
 
October 2006
keywords:
 
Behavioral Finance, Loss Aversion, CPPI, Quasi-Ladder Payoff Distribution.
abstract:
 
The prospect theory implies that the inclusion of a gain-lock-in device into the floor of portfolio insurance can benefit the long-term asset management under loss aversion. We find that the relaxation of the multiple of the CPPI from a constant to a dynamic can improve the performance in the short-term. Thus, integrating these two properties into one model, we propose the contingently ratcheted floor variable proportion portfolio insurance (CRF-VPPI)
copyright:
 
© Atlantis Press. This article is distributed under the terms of the Creative Commons Attribution License, which permits non-commercial use, distribution and reproduction in any medium, provided the original work is properly cited.
full text: