Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233): Difference between revisions

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-Freddy Delbaen
@@ Property / author: Freddy Delbaen / rank @@
-Normal rank
@@ Property / author @@
+Freddy Delbaen
@@ Property / author: Freddy Delbaen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-006-0132-6
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@@ Property / OpenAlex ID @@
+W2069326331
@@ Property / OpenAlex ID: W2069326331 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Risk Measures and Efficient use of Capital
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+Coherent and convex monetary risk measures for bounded càdlàg processes
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+On dynamic measure of risk
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+Coherent risk measures and good-deal bounds
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