Work

Time-Consistent Portfolio Selection for Rank-Dependent Utilities in a Constrained Market

Year: 2026

Type: article

Source: Mathematics of Operations Research

DOI: 10.1287/moor.2024.0720

Authors: Jiaqin Wei, Jianming Xia, Qian Zhao

Institutions: East China Normal University, Chinese Academy of Sciences, Academy of Mathematics and Systems Science, Shanghai University of International Business and Economics

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7127637708

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Cites: 33

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