Media type: E-Article Title: A new rank dependent utility approach to model risk averse preferences in portfolio optimization Contributor: Javanmardi, Leili; Lawryshyn, Yuri imprint: Springer Science and Business Media LLC, 2016 Published in: Annals of Operations Research Language: English DOI: 10.1007/s10479-014-1761-9 ISSN: 0254-5330; 1572-9338 Keywords: Management Science and Operations Research ; General Decision Sciences Origination: Footnote: