DOI10.1287/opre.2022.2421OpenAlexW4313909765MaRDI QIDQ6192849
Xiangyu Cui, Unnamed Author, Xun Yu Zhou
Publication date: 12 March 2024 Published in: Operations Research (Search for Journal in Brave) Full work available at URL: https://osf.io/5rqhv/
zbMATH Keywords
asset pricingrank-dependent utilityprobability weightingbehavioral financebeta anomaly
Mathematics Subject Classification ID
Mathematical programming (90Cxx)
