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Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis

Kerem Uğurlu1, Tomasz Brzeczek2

  • 1Department of Mathematics, Nazarbayev University, Astana, Kazakhstan.

Central European Journal of Operations Research
|December 19, 2022
PubMed

Keywords:
Dynamic programmingMarkov decision processesMathematical financeProbability distortionRisk management

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