Original language | English |
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Pages (from-to) | 1-31 |
Number of pages | 31 |
Journal | SIAM Journal on Financial Mathematics |
Publication status | Submitted - 5 Jul 2021 |
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Hui Mi, Zuo Quan Xu
Research output: Journal article publication › Journal article › Academic research › peer-review