Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368)
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scientific article; zbMATH DE number 7764875
| Language | Label | Description | Also known as |
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| English | Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis |
scientific article; zbMATH DE number 7764875 |
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Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (English)
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14 November 2023
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probability distortion
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Markov decision processes
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dynamic programming
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risk management
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mathematical finance
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0.7663752436637878
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0.7659945487976074
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