# Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory

> Research article (Insurance Mathematics and Economics, 2023) · cited 12× · AI/ML

**Wikidata**: [openalex:W3193860981](https://www.wikidata.org/wiki/openalex:W3193860981)  
**Source**: https://4ort.xyz/entity/optimal-portfolio-selection-with-var-and-portfolio-insurance-constraints-under-rank-dependent-expected-utility-theory