# A new rank dependent utility approach to model risk averse preferences in portfolio optimization

> Research article (Annals of Operations Research, 2015) · cited 11× · AI/ML

**Wikidata**: [openalex:W2014129541](https://www.wikidata.org/wiki/openalex:W2014129541)  
**Source**: https://4ort.xyz/entity/a-new-rank-dependent-utility-approach-to-model-risk-averse-preferences-in-portfolio-optimization