Rank-dependent predictable forward performance processes (Q6586871)
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scientific article; zbMATH DE number 7896280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-dependent predictable forward performance processes |
scientific article; zbMATH DE number 7896280 |
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Rank-dependent predictable forward performance processes (English)
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13 August 2024
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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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inverse investment problems
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Volterra integral equations
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completely monotonic inverse marginals
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