Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362)
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scientific article; zbMATH DE number 7743017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion |
scientific article; zbMATH DE number 7743017 |
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Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (English)
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28 September 2023
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forward performance criteria
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rank-dependent utility
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probability distortion
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time-consistency
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portfolio selection
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inverse problems
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