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Robust dynamic trading with realization utility (Q6665040)

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scientific article; zbMATH DE number 7968852
Language Label Description Also known as
English
Robust dynamic trading with realization utility
scientific article; zbMATH DE number 7968852

    Statements

    title
    Robust dynamic trading with realization utility (English)
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    author
    Jinping Zhang
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    Lei Zhou
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    Zhentao Zou
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    publication date
    16 January 2025
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    zbMATH Keywords
    model uncertainty
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    realization utility
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    prospect theory
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    disposition effect
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    Identifiers

    zbMATH DE Number
    7968852
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