Optimizing Rank-Dependent Utility Theory Computations: Algorithm Analysis with Applications to Firm Hedging Strategies
Crossref DOI link: https://doi.org/10.1007/s10614-025-11084-y
Published Online: 2025-09-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Egozcue, Martín https://orcid.org/0000-0002-9690-4850
Fuentes García, Luis
Text and Data Mining valid from 2025-09-04
Version of Record valid from 2025-09-04
Article History
Received: 9 October 2024
Accepted: 4 August 2025
First Online: 4 September 2025