Stochastic maximum principle under probability distortion (Q5970728): Difference between revisions
From MaRDI portal
Item:Q5970728
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:07, 7 March 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
