Rank-dependent predictable forward performance processes (Q6586871)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rank-dependent predictable forward performance processes |
scientific article; zbMATH DE number 7896280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rank-dependent predictable forward performance processes |
scientific article; zbMATH DE number 7896280 |
Statements
Rank-dependent predictable forward performance processes (English)
0 references
13 August 2024
0 references
forward performance criteria
0 references
rank dependent utility
0 references
probability distortion
0 references
time consistency
0 references
inverse investment problems
0 references
Volterra integral equations
0 references
completely monotonic inverse marginals
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8307858109474182
0 references
0.803992748260498
0 references
0.7613669037818909
0 references
0.7278758883476257
0 references
0.723559558391571
0 references
