Stochastic maximum principle under probability distortion (Q2041031): Difference between revisions
From MaRDI portal
Revision as of 05:02, 26 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