Time consistency and time consistent generalized convex multistage risk measures (Q5382697): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1093/imaman/dpv005 / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/imaman/dpv005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2047120911 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1093/IMAMAN/DPV005 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 17:51, 30 December 2024
scientific article; zbMATH DE number 7067525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency and time consistent generalized convex multistage risk measures |
scientific article; zbMATH DE number 7067525 |
Statements
Time consistency and time consistent generalized convex multistage risk measures (English)
0 references
18 June 2019
0 references
conditional risk measure
0 references
generalized convex risk measure
0 references
multi-period risk measure
0 references
time consistency of risk measure
0 references
time consistency of optimal policy
0 references
