Risk-constrained portfolio choice under rank-dependent utility

No abstract is available for this paper.

• Publication year

  2024

• Venue

  Finance and Stochastics

• Publication date

  2024-12-13

• Fields of study

  Not labeled

• Identifiers
  DOI 10.1007/s00780-024-00555-z
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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