SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276): Difference between revisions

@@ Property / DOI @@
-.1111/mafi.12076
@@ Property / DOI: 10.1111/mafi.12076 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/mafi.12076
+Normal rank
@@ Property / OpenAlex ID @@
+W3123856143
@@ Property / OpenAlex ID: W3123856143 / rank @@
+Normal rank
@@ Property / cites work @@
+Static portfolio choice under cumulative prospect theory
+Normal rank
@@ Property / cites work @@
+Estimating Security Price Derivatives Using Simulation
+Normal rank
@@ Property / cites work @@
+Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints
+Normal rank
@@ Property / cites work @@
+OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES
+Normal rank
@@ Property / cites work @@
+Convergence of parameter sensitivity estimates in a stochastic experiment
+Normal rank
@@ Property / cites work @@
+Convex duality in constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS
+Normal rank
@@ Property / cites work @@
+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
+Normal rank
@@ Property / cites work @@
+Q4000306
@@ Property / cites work: Q4000306 / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
+Normal rank
@@ Property / cites work @@
+Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
+Normal rank
@@ Property / cites work @@
+Convergence Properties of Infinitesimal Perturbation Analysis Estimates
+Normal rank
@@ Property / cites work @@
+Perturbation analysis and optimization of queueing networks
+Normal rank
@@ Property / cites work @@
+Q4002098
@@ Property / cites work: Q4002098 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Quantile Sensitivities
@@ Property / cites work: Estimating Quantile Sensitivities / rank @@
+Normal rank
@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
+Normal rank
@@ Property / cites work @@
+ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME”
+Normal rank
@@ Property / cites work @@
+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Stochastic Estimation of the Maximum of a Regression Function
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+A generalized clark representation formula, with application to optimal portfolios
+Normal rank
@@ Property / cites work @@
+The Probability Weighting Function
@@ Property / cites work: The Probability Weighting Function / rank @@
+Normal rank
@@ Property / cites work @@
+Q4890894
@@ Property / cites work: Q4890894 / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Curvature of the Probability Weighting Function
@@ Property / cites work: Curvature of the Probability Weighting Function / rank @@
+Normal rank
@@ Property / cites work @@
+ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
+Normal rank
@@ Property / cites work @@
+A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients
+Normal rank
@@ Property / cites work @@
+A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank
@@ Property / DOI @@
+.1111/MAFI.12076
@@ Property / DOI: 10.1111/MAFI.12076 / rank @@
+Normal rank