Improved Concentration Bounds for Conditional Value-at-Risk and Cumulative Prospect Theory using Wasserstein distance. Article Swipe

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Sanjay P. Bhat , L. A. Prashanth ·

YOU? · · 2019 · Open Access ·

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Cumulative prospect theory Prospect theory Value (mathematics) Mathematics Statistics Econometrics Economics Expected utility hypothesis Microeconomics

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Type: article
Language: en
Landing Page: https://arxiv.org/pdf/1902.10709.pdf
OA Status: green
Cited By: 1
Related Works: 20
OpenAlex ID: https://openalex.org/W2917908662

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Title: Improved Concentration Bounds for Conditional Value-at-Risk and Cumulative Prospect Theory using Wasserstein distance.

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Type: article

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Language: en

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Publication year: 2019

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Publication date: 2019-02-27

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Authors: Sanjay P. Bhat, L. A. Prashanth

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Landing page: https://arxiv.org/pdf/1902.10709.pdf

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Open access: Yes

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OA status: green

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OA URL: https://arxiv.org/pdf/1902.10709.pdf

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Concepts: Cumulative prospect theory, Prospect theory, Value (mathematics), Mathematics, Statistics, Econometrics, Economics, Expected utility hypothesis, Microeconomics

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Cited by: 1

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Citations by year (recent): 2024: 1

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Related works (count): 20

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