"Rank-Dependent Utility and Risk Taking in Complete Markets."

Xue Dong He, Roy Kouwenberg, Xun Yu Zhou (2017)

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DOI: 10.1137/16M1072516

access: closed

type: Journal Article

metadata version: 2019-09-25

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Xue Dong He, Roy Kouwenberg, Xun Yu Zhou:
Rank-Dependent Utility and Risk Taking in Complete Markets. SIAM J. Financial Math. 8(1): 214-239 (2017)

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