Dynamic Limit Growth Indices in Discrete Time (Q3194564): Difference between revisions

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+.1006
@@ Property / arXiv ID: 1312.1006 / rank @@
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+Dynamic Risk Measures
@@ Property / cites work: Dynamic Risk Measures / rank @@
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+Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
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+Risk-sensitive dynamic asset management
@@ Property / cites work: Risk-sensitive dynamic asset management / rank @@
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+Dynamic monetary risk measures for bounded discrete-time processes
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+Recursiveness of indifference prices and translation-invariant preferences
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+RISK MEASURES ON ORLICZ HEARTS
@@ Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank @@
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+Risk-Sensitive Investment Management
@@ Property / cites work: Risk-Sensitive Investment Management / rank @@
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+Conditional and dynamic convex risk measures
@@ Property / cites work: Conditional and dynamic convex risk measures / rank @@
+Normal rank
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+Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
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+Separation and duality in locally \(L^0\)-convex modules
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+Risk-Sensitive Control and an Optimal Investment Model
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+Representation results for law invariant time consistent functions
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+Q3997540
@@ Property / cites work: Q3997540 / rank @@
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