Dynamic quasi concave performance measures (Q478133): Difference between revisions

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+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
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+B82
@@ Property / Mathematics Subject Classification ID: 91B82 / rank @@
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@@ Property / zbMATH DE Number @@
+6376387
@@ Property / zbMATH DE Number: 6376387 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional performance measure
@@ Property / zbMATH Keywords: conditional performance measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional acceptability index
@@ Property / zbMATH Keywords: conditional acceptability index / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+induced family of risk measures
@@ Property / zbMATH Keywords: induced family of risk measures / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic performance measure
@@ Property / zbMATH Keywords: dynamic performance measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time consistency
@@ Property / zbMATH Keywords: time consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk to reward ratio
@@ Property / zbMATH Keywords: risk to reward ratio / rank @@
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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID: W3121815691 / rank @@
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+.3958
@@ Property / arXiv ID: 1212.3958 / rank @@
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@@ Property / cites work @@
+Dynamic Risk Measures
@@ Property / cites work: Dynamic Risk Measures / rank @@
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@@ Property / cites work @@
+Q3400706
@@ Property / cites work: Q3400706 / rank @@
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@@ Property / cites work @@
+The Best Gain-Loss Ratio is a Poor Performance Measure
+Normal rank
@@ Property / cites work @@
+DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES
+Normal rank
@@ Property / cites work @@
+DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
+Normal rank
@@ Property / cites work @@
+Dynamic risk measures: Time consistency and risk measures from BMO martingales
+Normal rank
@@ Property / cites work @@
+Time consistent dynamic risk processes
@@ Property / cites work: Time consistent dynamic risk processes / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional and dynamic convex risk measures
@@ Property / cites work: Conditional and dynamic convex risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+CONDITIONAL CERTAINTY EQUIVALENT
@@ Property / cites work: CONDITIONAL CERTAINTY EQUIVALENT / rank @@
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@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
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@@ Property / cites work @@
+Representation results for law invariant time consistent functions
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES
+Normal rank
@@ Property / cites work @@
+Portfolio choice under dynamic investment performance criteria
+Normal rank
@@ Property / cites work @@
+Q4114574
@@ Property / cites work: Q4114574 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Acceptability indexes via \(g\)-expectations: an application to liquidity risk
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:478133