Moris S. Strub

According to our database, Moris S. Strub authored at least 5 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2024

Optimal strategies and values for monotone and classical mean-variance preferences coincide when asset prices are continuous.

Jinye Du, Moris S. Strub

Oper. Res. Lett., 2024

2023

Portfolio selection with exploration of new investment assets.

Luca De Gennaro Aquino, Didier Sornette, Moris S. Strub

Eur. J. Oper. Res., October, 2023

2022

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

Xue Dong He, Moris S. Strub

Oper. Res., November, 2022

2020

A note on monotone mean-variance preferences for continuous processes.

Moris S. Strub, Duan Li

Oper. Res. Lett., 2020

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

Moris S. Strub, Duan Li

Oper. Res., 2020