Stochastic maximum principle under probability distortion (Q2041031)
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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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