Moris Simon Strub
University of Warwick(GB)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Economic theories and models, Stochastic processes and financial applications, Decision-Making and Behavioral Economics, Complex Systems and Time Series Analysis
Most-Cited Works
- → Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment(2019)33 cited
- → Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR(2019)32 cited
- → How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection(2022)20 cited
- → Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes(2020)18 cited
- → A note on monotone mean–variance preferences for continuous processes(2020)17 cited
- → Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions(2023)11 cited
- → Portfolio selection with exploration of new investment assets(2023)9 cited
- → Risk and Potential: An Asset Allocation Framework with Applications to Robo-Advising(2022)7 cited
- → Evolution of the Arrow-Pratt Measure of Risk-Tolerance for Predictable Forward Utility Processes(2018)5 cited