Consistent investment of sophisticated rank‐dependent utility agents in continuous time (Q6054373)
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scientific article; zbMATH DE number 7743028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent investment of sophisticated rank‐dependent utility agents in continuous time |
scientific article; zbMATH DE number 7743028 |
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Consistent investment of sophisticated rank‐dependent utility agents in continuous time (English)
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28 September 2023
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continuous time
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intra-personal equilibrium strategy
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market price of risk
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portfolio selection
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probability weighting
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rank-dependent utility
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time inconsistency
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