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Ang, A., J. Chen, and Y. Xing (2006). Downside risk. Review of Financial Studies 19(4), 1191–1239.
Cochrane, J. H. and M. Piazzesi (2005). Bond risk premia. American Economic Review 95(1), 138–160.
Gul, F. (1991). A theory of disappointment aversion. Econometrica 59(3), 667–686.
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