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"Time-Consistent Conditional Expectation Under Probability Distortion."

Jin Ma, Ting-Kam Leonard Wong, Jianfeng Zhang (2021)

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DOI: 10.1287/MOOR.2020.1101

access: closed

type: Journal Article

metadata version: 2021-09-16

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Jin Ma, Ting-Kam Leonard Wong, Jianfeng Zhang:
Time-Consistent Conditional Expectation Under Probability Distortion. Math. Oper. Res. 46(3): 1149-1180 (2021)

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