Stochastic maximum principle under probability distortion (Q2041031): Difference between revisions
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scientific article; zbMATH DE number 7371840 | |||
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| Property / zbMATH Open document ID: 1468.91141 / rank | |||
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| Property / DOI: 10.1007/s00245-019-09627-5 / rank | |||
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| Property / zbMATH DE Number: 7371840 / rank | |||
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| Property / OpenAlex ID: W2765132055 / rank | |||
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Revision as of 08:34, 6 May 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)
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15 July 2021
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cumulative prospective theory
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\(S\)-shaped utility function
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probability distortion
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stochastic maximum principle
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behavioral portfolio optimization
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