Moris Simon Strub

Moris Simon Strub

Southern University of Science & Technology - Shenzhen / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4722558
南方科技大学
person_outline Moris Simon Strub's MOST POPULAR ARTICLES
1-) Risk and potential: An asset allocation framework with applications to robo-advisingXY Cui, D Li, X Qiao, MS StrubJournal of the Operations Research Society of China 10 (3), 529-558, 202235*2022
2-) Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaRMS Strub, D Li, X Cui, J GaoJournal of Economic Dynamics and Control 108, 103751, 2019332019
3-) Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortionXD He, MS Strub, T ZariphopoulouMathematical Finance 31 (2), 683-721, 2021172021
4-) Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processesMS Strub, XY ZhouFinance and Stochastics 25, 331-358, 2021272021
5-) Failing to foresee the updating of the reference point leads to time-inconsistent investmentMS Strub, D LiOperations Research, 2019232019