vix.ing · top · new · best · stats · spec

Liurui Deng

  1. Multi-period investment strategies under Cumulative Prospect Theory
    2016/08/30 by Liurui Deng, Deng, Liurui, Traian A. Pirvu +1 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #math.OC #q-fin.PM