Received: 1 May 2019   Accepted: 21 December 2020
DOI: 10.1111/mafi.12298

ORIGINAL ARTICLE


Forward rank-dependent performance criteria:
Time-consistent investment under probability
distortion
Xue Dong He1             Moris S. Strub2            Thaleia Zariphopoulou3,4
1Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Hong
Kong, Hong Kong
2Department of Information Systems and Management Engineering, Southern University of Science and Technolog ...