Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations (Q6931774)
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scientific article; zbMATH DE number 8091665
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| English | Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations |
scientific article; zbMATH DE number 8091665 |
Statements
Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations (English)
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10 September 2025
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portfolio optimization
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uncertainty modeling
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behavioral investor
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S-shaped utility function
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epsilon-contamination
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