Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896): Difference between revisions

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+Coherent Measures of Risk
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
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+Conditional Risk Mappings
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+Coherent and convex monetary risk measures for bounded càdlàg processes
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+Coherent and convex monetary risk measures for unbounded càdlàg processes.
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+Dynamic monetary risk measures for bounded discrete-time processes
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+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
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+Conditional and dynamic convex risk measures
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+Measuring risk with multiple eligible assets
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+Time consistency of dynamic risk measures in markets with transaction costs
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+Multi-portfolio time consistency for set-valued convex and coherent risk measures
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+A Comparison of Techniques for Dynamic Multivariate Risk Measures
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+A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+Convex measures of risk and trading constraints
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+Minkowskische Addition und Subtraktion beliebiger Punktmengen und die Theoreme von Erhard Schmidt
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+Q5506135
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+A duality theory for set-valued functions. I: Fenchel conjugation theory
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+Duality for Set-Valued Measures of Risk
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+Set-valued risk measures for conical market models
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+Set-valued average value at risk and its computation
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+VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
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+Vector-valued coherent risk measures
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+Hedging and liquidation under transaction costs in currency markets
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+Markets with transaction costs. Mathematical theory.
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices
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+Vector Optimization with Infimum and Supremum
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+MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS
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+Risk measures for processes and BSDEs
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+LINEAR DIFFERENTIAL GAMES OF PURSUIT
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+Dynamic coherent risk measures
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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+VECTOR-VALUED COHERENT RISK MEASURE PROCESSES
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