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CPT 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 RDUT 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 atomic 1 atomless/nonatomic 1 behavioral finance 1 calculus of varia-tions 1 change-of-variable 1 functional optimization problem 1 law-invariant 1 portfolio choice/selection 1 probability weighting/distortion function 1 quantile formulation 1 relaxation method 1 time consistency 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Xu, Zuo Quan 1
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Mathematical finance : an international journal of mathematics, statistics and financial theory 1
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ECONIS (ZBW) 1
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A note on the quantile formulation
Xu, Zuo Quan - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 589-601
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