Time-consistent conditional expectation under probability distortion
Jin Ma, Ting-Kam Leonard Wong, Jianfeng Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Ma, Jin ; Wong, Ting-Kam Leonard ; Jianfeng Zhang |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 3, p. 1149-1180
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| Subject: | probability distortion | time inconsistency | nonlinear expectation | Zeitkonsistenz | Time consistency | Theorie | Theory | Erwartungsbildung | Expectation formation | Wahrscheinlichkeitsrechnung | Probability theory | Rationale Erwartung | Rational expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2020.1101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012625702