Stochastic maximum principle under probability distortion (Q2041031): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s00245-019-09621-x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s00245-019-09627-5 / rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q126862484 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00245-019-09621-X / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00245-019-09627-5 / rank | |||
Normal rank | |||
Latest revision as of 07:29, 28 December 2024
scientific article; zbMATH DE number 7371840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle under probability distortion |
scientific article; zbMATH DE number 7371840 |
Statements
Stochastic maximum principle under probability distortion (English)
0 references
15 July 2021
0 references
cumulative prospective theory
0 references
\(S\)-shaped utility function
0 references
probability distortion
0 references
stochastic maximum principle
0 references
behavioral portfolio optimization
0 references
0 references
