A NOTE ON THE QUANTILE FORMULATION (Q5739190)
From MaRDI portal
scientific article; zbMATH DE number 6603660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON THE QUANTILE FORMULATION |
scientific article; zbMATH DE number 6603660 |
Statements
A NOTE ON THE QUANTILE FORMULATION (English)
0 references
15 July 2016
0 references
portfolio choice/selection
0 references
behavioral finance
0 references
law-invariant
0 references
quantile formulation
0 references
probability weighting/distortion function
0 references
change-of-variable
0 references
relaxation method
0 references
calculus of variations
0 references
CPT
0 references
RDUT
0 references
time consistency
0 references
atomic
0 references
atomless/nonatomic
0 references
functional optimization problem
0 references
0 references
