Gaining a Seat at the Table: Enhancing the Attractiveness of Online Lending for Institutional Investors RD Gopal, X Qiao, MS Strub, Z Yang Information Systems Research, 2024 | | 2024 |
Reference-dependent asset pricing with a stochastic consumption-dividend ratio LDG Aquino, X He, MS Strub, Y Yang arXiv preprint arXiv:2401.12856, 2024 | | 2024 |
Reference-dependent asset pricing with a stochastic consumption-dividend ratio L De Gennaro Aquino, XD He, MS Strub, Y Yang Available at SSRN 4696530, 2024 | | 2024 |
Predictable relative forward performance processes: Multi-agent and mean field games for portfolio management G Liang, M Strub, Y Wang arXiv preprint arXiv:2311.04841, 2023 | 1 | 2023 |
Portfolio selection with exploration of new investment assets LDG Aquino, D Sornette, MS Strub European Journal of Operational Research 310 (2), 773-792, 2023 | 7 | 2023 |
Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions G Liang, MS Strub, Y Wang Mathematical Finance 33 (4), 1248-1286, 2023 | 15* | 2023 |
How many financial advisers do you need? Y Lou, MS Strub, S Wang | | 2023 |
Optimal Strategies and Values for Monotone and Classical Mean-Variance Preferences Coincide when Asset Prices Are Continuous J Du, MS Strub Available at SSRN 4359422, 2023 | | 2023 |
Monotone and classical mean-variance preferences coincide when asset prices are continuous J Du, MS Strub Monotone and Classical Mean-Variance Preferences Coincide When Asset Prices …, 2023 | 3 | 2023 |
Realization Utility, Market Regimes, and the Disposition Effect XD He, S Shao, MS Strub Market Regimes, and the Disposition Effect (November 7, 2022), 2022 | | 2022 |
Portfolio Choice for Online Loans and Implications for Platforms RD Gopal, X Qiao, MS Strub, Z Yang | | 2022 |
How endogenization of the reference point affects loss aversion: a study of portfolio selection XD He, MS Strub Operations Research 70 (6), 3035-3053, 2022 | 17 | 2022 |
Risk and potential: An asset allocation framework with applications to robo-advising XY Cui, D Li, X Qiao, MS Strub Journal of the Operations Research Society of China 10 (3), 529-558, 2022 | 39* | 2022 |
Following the actions of others: The simple average of strategies in a rational expectations economy Y Lou, MS Strub, S Wang Available at SSRN 4185280, 2022 | 1 | 2022 |
The Economics of Litigation Finance SC Lera, R Mahari, MS Strub Available at SSRN 4091716, 2022 | 1 | 2022 |
The impact of a reference point determined by social comparison on wealth growth and inequality Y Lou, MS Strub, D Li, S Wang Journal of Economic Dynamics and Control 127, 104120, 2021 | 6* | 2021 |
Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion XD He, MS Strub, T Zariphopoulou Mathematical Finance 31 (2), 683-721, 2021 | 26 | 2021 |
Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes MS Strub, XY Zhou Finance and Stochastics 25, 331-358, 2021 | 25 | 2021 |
A note on monotone mean–variance preferences for continuous processes MS Strub, D Li Operations Research Letters 48 (4), 397-400, 2020 | 13 | 2020 |
Failing to foresee the updating of the reference point leads to time-inconsistent investment MS Strub, D Li Operations Research, 2019 | 21 | 2019 |