1  Asset Return Distributions and the Investment Horizon

Haim Levy and Ran Duchin

The Journal of Portfolio Management Spring 2004, Vol. 30, No. 3: pp. 47-62
DOI: 10.3905/jpm.2004.412319

http://www.iijournals.com/doi/abs/10.3905/jpm.2004.412319

2 Loss aversion and the price of risk

M. Levy

Quantitative Finance.  10 (2010)
Issue (Month): 9
Pages: 1009-1022

http://ideas.repec.org/a/taf/quantf/v10y2010i9p1009-1022.html