Sensitivity analysis of nonlinear behavior with distorted probability (Q2968276)
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scientific article; zbMATH DE number 6693945
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| English | Sensitivity analysis of nonlinear behavior with distorted probability |
scientific article; zbMATH DE number 6693945 |
Statements
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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0.783261239528656
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0.7560617327690125
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