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TAIL RISK HEDGING: Creating Robust Portfolios for Volatile Markets by Vineer Bhansali

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Bibliography

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Barberis, N. (2012). The Psychology of Tail Events: Progress and Challenges, New Haven, CT: Yale University Press.

Barberis, N. “A Model of Casino Gambling.” Management Science 58(1):35–51.

Barberis, N., and M. Huang (2008). “Stocks as Lotteries: The Implications of Probability Weighting for Security Prices.” American Economic Review 98(5):2066.

Barberis, N., and M. Huang (2009). “Preferences with Frames: A New Utility Specification that Allows for the Framing of Risks.” ...

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