Narrow search
Showing 1 - 4 of 4
Cover Image
Failing to foresee the updating of the reference point leads to time-inconsistent investment
Strub, Moris S.; Li, Duan - In: Operations research 68 (2020) 1, pp. 199-213
Persistent link: https://www.econbiz.de/10012172306
Cover Image
The impact of a reference point determined by social comparison on wealth growth and inequality
Lou, Youcheng; Strub, Moris S.; Li, Duan; Wang, Shouyang - In: Journal of economic dynamics & control 127 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012668948
Cover Image
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.; Li, Duan; Cui, Xiangyu; Gao, Jianjun - In: Journal of economic dynamics & control 108 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Cover Image
A note on monotone mean-variance preferences for continuous processes
Strub, Moris S.; Li, Duan - In: Operations research letters 48 (2020) 4, pp. 397-400
Persistent link: https://www.econbiz.de/10012294747