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

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Property / author: Yan-Hong Chen / rank
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Property / author: Hu, Yijun / rank
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Property / author
 
Property / author: Yan-Hong Chen / rank
 
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Property / author: Hu, Yijun / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s11579-017-0205-0 / rank
 
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Property / OpenAlex ID: W2774244507 / rank
 
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Latest revision as of 01:34, 16 July 2024

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Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
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    Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (English)
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    5 July 2018
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    dynamic risk measures
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    set-valued risk measures
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    bounded discrete-time processes
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    time consistency
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    multi-portfolio time consistency
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