Rank-Dependent Utility and Risk Taking in Complete Markets.

Xue Dong He Roy Kouwenberg Xun Yu Zhou

Published in: SIAM J. Financial Math. (2017)

Keyphrases

expected utility
utility function
risk management
data mining
risk factors
neural network
information retrieval
decision support system
electronic commerce
ranked list
risk assessment
risk analysis
rank order
portfolio management
minimum risk
market data