Update rules for convex risk measures (Q3605242): Difference between revisions

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+MaRDI publication profile
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+W1986882149
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Upper and Lower Probabilities Induced by a Multivalued Mapping
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+Conditional and dynamic convex risk measures
@@ Property / cites work: Conditional and dynamic convex risk measures / rank @@
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+Dynamically consistent beliefs must be Bayesian
@@ Property / cites work: Dynamically consistent beliefs must be Bayesian / rank @@
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+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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+Updating ambiguous beliefs
@@ Property / cites work: Updating ambiguous beliefs / rank @@
+Normal rank
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+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
+Normal rank
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+Time consistency conditions for acceptability measures, with an application to tail value at risk
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+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
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+Q4091268
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+Q3562472
@@ Property / cites work: Q3562472 / rank @@
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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+The iterative law of expectation and non-adaptive probability measure
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+Publication:3605242