Stochastic maximum principle under probability distortion (Q2041031)
From MaRDI portal
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
