Matches in SemOpenAlex for { <https://semopenalex.org/work/W2765132055> ?p ?o ?g. }
- W2765132055 endingPage "2271" @default.
- W2765132055 startingPage "2253" @default.
- W2765132055 abstract "Within the framework of the cumulative prospective theory of Kahneman and Tversky, this paper considers a continuous-time behavioral portfolio selection problem whose model includes both running and terminal terms in the objective functional. Despite the existence of S-shaped utility functions and probability distortions, a necessary condition for optimality is derived. The results are applied to various examples." @default.
- W2765132055 created "2017-11-10" @default.
- W2765132055 creator A5015716594 @default.
- W2765132055 creator A5035761770 @default.
- W2765132055 date "2019-10-30" @default.
- W2765132055 modified "2023-09-27" @default.
- W2765132055 title "Stochastic Maximum Principle Under Probability Distortion" @default.
- W2765132055 cites W1507126399 @default.
- W2765132055 cites W1674810554 @default.
- W2765132055 cites W1984697146 @default.
- W2765132055 cites W1994823764 @default.
- W2765132055 cites W2015167078 @default.
- W2765132055 cites W2022958749 @default.
- W2765132055 cites W2033603136 @default.
- W2765132055 cites W2041946752 @default.
- W2765132055 cites W2056819186 @default.
- W2765132055 cites W2134306794 @default.
- W2765132055 cites W2138053063 @default.
- W2765132055 cites W2139626805 @default.
- W2765132055 cites W2333311386 @default.
- W2765132055 cites W3011865677 @default.
- W2765132055 cites W3023376117 @default.
- W2765132055 cites W3121172931 @default.
- W2765132055 cites W3124087926 @default.
- W2765132055 cites W3124876424 @default.
- W2765132055 cites W4212780424 @default.
- W2765132055 cites W4292083418 @default.
- W2765132055 doi "https://doi.org/10.1007/s00245-019-09627-5" @default.
- W2765132055 hasPublicationYear "2019" @default.
- W2765132055 type Work @default.
- W2765132055 sameAs 2765132055 @default.
- W2765132055 citedByCount "1" @default.
- W2765132055 countsByYear W27651320552021 @default.
- W2765132055 crossrefType "journal-article" @default.
- W2765132055 hasAuthorship W2765132055A5015716594 @default.
- W2765132055 hasAuthorship W2765132055A5035761770 @default.
- W2765132055 hasBestOaLocation W27651320552 @default.
- W2765132055 hasConcept C105795698 @default.
- W2765132055 hasConcept C106159729 @default.
- W2765132055 hasConcept C122203268 @default.
- W2765132055 hasConcept C126255220 @default.
- W2765132055 hasConcept C126780896 @default.
- W2765132055 hasConcept C144237770 @default.
- W2765132055 hasConcept C149782125 @default.
- W2765132055 hasConcept C154945302 @default.
- W2765132055 hasConcept C162324750 @default.
- W2765132055 hasConcept C194257627 @default.
- W2765132055 hasConcept C205706631 @default.
- W2765132055 hasConcept C2776257435 @default.
- W2765132055 hasConcept C2779449553 @default.
- W2765132055 hasConcept C2779664074 @default.
- W2765132055 hasConcept C2780803321 @default.
- W2765132055 hasConcept C2780821815 @default.
- W2765132055 hasConcept C28826006 @default.
- W2765132055 hasConcept C31258907 @default.
- W2765132055 hasConcept C33923547 @default.
- W2765132055 hasConcept C41008148 @default.
- W2765132055 hasConcept C57273362 @default.
- W2765132055 hasConcept C76155785 @default.
- W2765132055 hasConcept C81917197 @default.
- W2765132055 hasConceptScore W2765132055C105795698 @default.
- W2765132055 hasConceptScore W2765132055C106159729 @default.
- W2765132055 hasConceptScore W2765132055C122203268 @default.
- W2765132055 hasConceptScore W2765132055C126255220 @default.
- W2765132055 hasConceptScore W2765132055C126780896 @default.
- W2765132055 hasConceptScore W2765132055C144237770 @default.
- W2765132055 hasConceptScore W2765132055C149782125 @default.
- W2765132055 hasConceptScore W2765132055C154945302 @default.
- W2765132055 hasConceptScore W2765132055C162324750 @default.
- W2765132055 hasConceptScore W2765132055C194257627 @default.
- W2765132055 hasConceptScore W2765132055C205706631 @default.
- W2765132055 hasConceptScore W2765132055C2776257435 @default.
- W2765132055 hasConceptScore W2765132055C2779449553 @default.
- W2765132055 hasConceptScore W2765132055C2779664074 @default.
- W2765132055 hasConceptScore W2765132055C2780803321 @default.
- W2765132055 hasConceptScore W2765132055C2780821815 @default.
- W2765132055 hasConceptScore W2765132055C28826006 @default.
- W2765132055 hasConceptScore W2765132055C31258907 @default.
- W2765132055 hasConceptScore W2765132055C33923547 @default.
- W2765132055 hasConceptScore W2765132055C41008148 @default.
- W2765132055 hasConceptScore W2765132055C57273362 @default.
- W2765132055 hasConceptScore W2765132055C76155785 @default.
- W2765132055 hasConceptScore W2765132055C81917197 @default.
- W2765132055 hasIssue "3" @default.
- W2765132055 hasLocation W27651320551 @default.
- W2765132055 hasLocation W27651320552 @default.
- W2765132055 hasOpenAccess W2765132055 @default.
- W2765132055 hasPrimaryLocation W27651320551 @default.
- W2765132055 hasRelatedWork W2157770302 @default.
- W2765132055 hasRelatedWork W2266171087 @default.
- W2765132055 hasRelatedWork W2414857619 @default.
- W2765132055 hasRelatedWork W2508031459 @default.
- W2765132055 hasRelatedWork W2518516864 @default.
- W2765132055 hasRelatedWork W2765132055 @default.
- W2765132055 hasRelatedWork W2981531118 @default.
- W2765132055 hasRelatedWork W3122263550 @default.
- W2765132055 hasRelatedWork W3125350215 @default.
- W2765132055 hasRelatedWork W797949247 @default.