Stochastic maximum principle under probability distortion (Q2041031): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1710.11432 / rank | |||
Normal rank | |||
Revision as of 00:11, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle under probability distortion |
scientific article |
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
