Jin Ma, Ting-Kam Leonard Wong, Jianfeng Zhang. Time-Consistent Conditional Expectation Under Probability Distortion. Math. Oper. Res., 46(3):1149-1180, 2021. [doi]
@article{MaWZ21-2,
title = {Time-Consistent Conditional Expectation Under Probability Distortion},
author = {Jin Ma and Ting-Kam Leonard Wong and Jianfeng Zhang},
year = {2021},
doi = {10.1287/moor.2020.1101},
url = {https://doi.org/10.1287/moor.2020.1101},
researchr = {https://researchr.org/publication/MaWZ21-2},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {46},
number = {3},
pages = {1149-1180},
}