Extended research on the optimal investment problem with rank-dependent utility (Q5129345)
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scientific article; zbMATH DE number 7266369
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extended research on the optimal investment problem with rank-dependent utility |
scientific article; zbMATH DE number 7266369 |
Statements
27 October 2020
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rank-dependent utility
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risk constraint
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probability weighting function
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generalized inverse function
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super-differential
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0.8217666149139404
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0.810770571231842
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0.7922952175140381
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0.7882530093193054
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0.7852603197097778
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