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Optimal insurance under rank-dependent utility and incentive compatibility
Xu, Zuo Quan; Zhou, Xun Yu; Zhuang, Sheng Chao - In: Mathematical Finance 29 (2018) 2, pp. 659-692
Persistent link: https://www.econbiz.de/10012095157
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A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION
Jin, Hanqing; Xu, Zuo Quan; Zhou, Xun Yu - In: Mathematical Finance 18 (2008) 1, pp. 171-183
Persistent link: https://www.econbiz.de/10005023810