| 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 |
| Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR MS Strub, D Li, X Cui, J Gao Journal of Economic Dynamics and Control 108, 103751, 2019 | 36 | 2019 |
| Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion XD He, MS Strub, T Zariphopoulou Mathematical Finance 31 (2), 683-721, 2021 | 24 | 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 | 21 | 2021 |
| Failing to foresee the updating of the reference point leads to time-inconsistent investment MS Strub, D Li Operations Research, 2019 | 18 | 2019 |
| 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 | 15 | 2022 |
| A note on monotone mean–variance preferences for continuous processes MS Strub, D Li Operations Research Letters 48 (4), 397-400, 2020 | 13 | 2020 |
| 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 | 11* | 2023 |
| 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 | 7* | 2021 |
| Portfolio selection with exploration of new investment assets LDG Aquino, D Sornette, MS Strub European Journal of Operational Research 310 (2), 773-792, 2023 | 5 | 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 | 4 | 2023 |
| 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 |
| 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 |
| Advances in Portfolio Selection: Reference Points, Conditional Value-at-Risk, Mean-Variance Induced Utility Functions and Predictable Forward Processes MS Strub | 1 | 2018 |
| 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 |
| 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 |
Duan LiCity University of Hong Kong + The Chinese University of Hong Kong + University of VirginiaVerified email at cityu.edu.hk
