Dynamic Portfolio Selection for Nonlinear Law-Dependent Preferences

• Zongxia Liang

  Zongxia Liang

  [email protected]

  Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China

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  ,
• Jianming Xia

  Jianming Xia

  [email protected]

  https://orcid.org/0000-0001-6295-5425

  State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China

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  ,
• Fengyi Yuan

  Corresponding Author

  Fengyi Yuan

  [email protected]

  https://orcid.org/0000-0003-4335-1233

  Department of Mathematics, University of Michigan, Ann Arbor, Michigan 48109

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