Xue Dong He, Roy Kouwenberg, Xun Yu Zhou. Rank-Dependent Utility and Risk Taking in Complete Markets. SIAM J. Financial Math., 8(1):214-239, 2017. [doi]
@article{HeKZ17,
title = {Rank-Dependent Utility and Risk Taking in Complete Markets},
author = {Xue Dong He and Roy Kouwenberg and Xun Yu Zhou},
year = {2017},
doi = {10.1137/16M1072516},
url = {https://doi.org/10.1137/16M1072516},
researchr = {https://researchr.org/publication/HeKZ17},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {8},
number = {1},
pages = {214-239},
}