Rank-Dependent Utility and Risk Taking in Complete Markets

He, XD; Kouwenberg, R; Zhou, XY

He, XD (reprint author), Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, William MW Mong Engn Bldg, Shatin, Hong Kong, Peoples R China.

SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2017; 8 (1): 214