Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models |
scientific article |
Statements
Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (English)
0 references
7 December 2016
0 references
theory of cumulative perspectives
0 references
incomplete diffusion markets
0 references
independence
0 references
Krylov theorem
0 references
0 references
0 references
