Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233): Difference between revisions

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-Freddy Delbaen
@@ Property / author: Freddy Delbaen / rank @@
-Normal rank
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+Freddy Delbaen
@@ Property / author: Freddy Delbaen / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10479-006-0132-6
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+W2069326331
@@ Property / OpenAlex ID: W2069326331 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Measures and Efficient use of Capital
@@ Property / cites work: Risk Measures and Efficient use of Capital / rank @@
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+Coherent and convex monetary risk measures for bounded càdlàg processes
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+On dynamic measure of risk
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+Recursive multiple-priors.
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+Convex measures of risk and trading constraints
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+Maxmin expected utility with non-unique prior
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+Coherent risk measures and good-deal bounds
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+Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints
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+Dynamic coherent risk measures
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+COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
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+Conditional preferences and updating.
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@@ links / mardi / name / links / mardi / name @@
+Publication:2480233