ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? (Q5411987): Difference between revisions

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+Q59254871
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@@ Property / cites work @@
+Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
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@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
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@@ Property / cites work @@
+Coherent and convex monetary risk measures for unbounded càdlàg processes.
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@@ Property / cites work @@
+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
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@@ Property / cites work @@
+Conditional and dynamic convex risk measures
@@ Property / cites work: Conditional and dynamic convex risk measures / rank @@
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@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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@@ Property / cites work @@
+Conditional risk and acceptability mappings as Banach-lattice valued mappings
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@@ Property / cites work @@
+Maximum-loss, minimum-win and the Esscher pricing principle
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+On repetitive control and the behaviour of a middle-aged consumer
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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@@ Property / cites work @@
+Semicontinuity of vector-valued mappings
@@ Property / cites work: Semicontinuity of vector-valued mappings / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring risk for income streams
@@ Property / cites work: Measuring risk for income streams / rank @@
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@@ Property / cites work @@
+Q3293771
@@ Property / cites work: Q3293771 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Time consistency conditions for acceptability measures, with an application to tail value at risk
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@@ Property / cites work @@
+Conditional Risk Mappings
@@ Property / cites work: Conditional Risk Mappings / rank @@
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024914500034
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@@ Property / OpenAlex ID @@
+W2164726451
@@ Property / OpenAlex ID: W2164726451 / rank @@
+Normal rank