Risk-constrained portfolio choice under rank-dependent utility
Crossref DOI link: https://doi.org/10.1007/s00780-024-00555-z
Published Online: 2024-12-13
Published Print: 2025-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ghossoub, Mario
Zhu, Michael Boyuan
Text and Data Mining valid from 2024-12-13
Version of Record valid from 2024-12-13
Article History
Received: 9 August 2022
Accepted: 31 May 2024
First Online: 13 December 2024
Declarations
:
: The authors declare no competing interests.