Concepedia

Moris Simon Strub

MS

Statistics

Publications

6

Citations

130

H-Index

6

Active since

2019

Affiliations

Southern University of Science and Technology(Current)

City University of Hong Kong

Moris Simon Strub is an author at Southern University of Science and Technology specializing in management, economics, and statistics.

Top concepts

ManagementFinanceBusinessEconomicsStatisticsDecision TheoryDecision SciencePortfolio OptimizationEngineeringProbability

Publications per year

2019–2023

6

Publications

6

Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment

Moris Simon Strub, Duan Li · Operations Research · 2019 · 33 citations

Investment Strategy, Economics, Portfolio Optimization +13

Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR

Moris Simon Strub, Duan Li, Xiangyu Cui et al. · Journal of Economic Dynamics and Control · 2019 · 31 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +10

How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection

Xue Dong He, Moris Simon Strub · Operations Research · 2022 · 20 citations

Behavioral Decision Making, Portfolio Management, Portfolio Choice +19

Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes

Moris Simon Strub, Xun Yu Zhou · Finance and Stochastics · 2020 · 18 citations

Engineering, Behavioral Decision Making, Risk Analysis +17

A note on monotone mean–variance preferences for continuous processes

Moris Simon Strub, Duan Li · Operations Research Letters · 2020 · 17 citations

Engineering, Stochastic Processes, Stochastic Calculus +3

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