Stochastic maximum principle under probability distortion (Q2041031)

From MaRDI portal
scientific article; zbMATH DE number 7371840
Language Label Description Also known as
English
Stochastic maximum principle under probability distortion
scientific article; zbMATH DE number 7371840

    Statements

    Stochastic maximum principle under probability distortion (English)
    0 references
    0 references
    0 references
    0 references
    15 July 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    cumulative prospective theory
    0 references
    \(S\)-shaped utility function
    0 references
    probability distortion
    0 references
    stochastic maximum principle
    0 references
    behavioral portfolio optimization
    0 references
    0 references
    0 references
    0 references