//-->
Risk-constrained portfolio choice under rank-dependent utility
Ghossoub, Mario, (2025)
Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity
Carassus, Laurence, (2025)
Robust dynamic trading with realization utility
Zhang, Jinping, (2024)
Risk aversion in the theory of expected utility with rank dependent probabilities
Chew, Soo-Hong, (1985)
Choquet expected utility with a finite state space : commutativity and act-independence
Chew, Soo-Hong, (1994)
Choquet expected utility with finite state space : commutativity and act-independence
Chew, Soo-Hong, (1992)