Consistent investment of sophisticated rank‐dependent utility agents in continuous time
Author:
Affiliation:
1. Univ Rennes, CNRS, IRMAR‐UMR 6625 Rennes France
2. Mathematical Institute and Oxford–Nie Financial Big Data Lab University of Oxford Oxford UK
3. Department of IEOR Columbia University New York USA
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12315
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5. Cui X. Shi Y. &Zhou X. Y.(2020).Beta and coskewness pricing: Perspective from probability weighting. SSRN:3579960.
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