ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225)
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scientific article; zbMATH DE number 6406603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS |
scientific article; zbMATH DE number 6406603 |
Statements
ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (English)
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20 February 2015
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optimization
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existence and well-posedness in behavioral finance
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S-shaped utility function
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probability distortion
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Choquet integral
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