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Moris S. Strub

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Journal Articles

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2024
[j5]
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  - journals/orl/DuS24
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Jinye Du, Moris S. Strub:
Optimal strategies and values for monotone and classical mean-variance preferences coincide when asset prices are continuous. Oper. Res. Lett. 57: 107204 (2024)
2023
[j4]
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Luca De Gennaro Aquino, Didier Sornette, Moris S. Strub:
Portfolio selection with exploration of new investment assets. Eur. J. Oper. Res. 310(2): 773-792 (2023)
2022
[j3]
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Xue Dong He, Moris S. Strub:
How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection. Oper. Res. 70(6): 3035-3053 (2022)
2020
[j2]
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Moris S. Strub, Duan Li:
Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment. Oper. Res. 68(1): 199-213 (2020)
[j1]
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Moris S. Strub, Duan Li:
A note on monotone mean-variance preferences for continuous processes. Oper. Res. Lett. 48(4): 397-400 (2020)

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