Relative Growth Rate Optimization Under Behavioral Criterion

Keyphrases

• Probability Distortion 100%
• Behavioral Criteria 100%
• Relative Growth Rate 100%
• Growth Rate Optimization 100%
• Control Method 50%
• Growth Rate 50%
• Portfolio Optimization 50%
• Optimization Techniques 50%
• Continuous-time 50%
• Investor Risk 50%
• Investor Behavior 50%
• Tolerance Limits 50%
• Utility Maximization Problem 50%
• Concoction 50%
• Method Optimization 50%
• Capital Value 50%
• Time-optimal 50%
• Optimal Portfolio Selection 50%
• Optimal Problem 50%
• Growth Optimal 50%
• M-shaped 50%
• Stochastic Control 50%
• Risk Tolerance 50%
• Market States 50%
• Complete Markets 50%
• Preference Measures 50%
• Pricing Kernel 50%
• Quantile Optimization 50%
• Optimal Growth 50%
• Choquet Expectation 50%
• Martingale Method 50%
• Relative Wealth 50%
• Log-returns 50%
• Behavioral Framework 50%

Economics, Econometrics and Finance

• Investors 100%
• Wealth 66%
• Optimal Growth 66%
• Portfolio Selection 33%
• Utility Maximization 33%
• Pricing 33%
• Continuous Time 33%