SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY |
scientific article |
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SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (English)
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13 March 2017
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probability distortion
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monolinearity
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portfolio selection
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perturbation analysis
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sensitivity-based optimization
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incomplete market
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