Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion
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Elsevier BV
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Portfolio Selection under Median and Quantile Maximization;SSRN Electronic Journal;2020
2. Pricing and Hedging Equity-Linked Life Insurance Contracts Beyond the Classical Paradigm: The Principle of Equivalent Forward Preferences;SSRN Electronic Journal;2018
3. Evolution of the Arrow-Pratt Measure of Risk-Tolerance for Predictable Forward Utility Processes;SSRN Electronic Journal;2018
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