Stochastic maximum principle under probability distortion (Q2041031): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q126862484, #quickstatements; #temporary_batch_1722288576454 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q126862484 / rank | |||
Normal rank | |||
Latest revision as of 22:33, 29 July 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
