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