Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under safety first expected utility with nonlinear probability distortion |
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Portfolio optimization under safety first expected utility with nonlinear probability distortion (English)
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31 May 2022
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rank-dependent utility theory
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inversed-S shaped distortion
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quantile function
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SFEUD model
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concave envelope
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