Dynamic quasi concave performance measures (Q478133): Difference between revisions

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Latest revision as of 09:06, 9 July 2024

scientific article
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Dynamic quasi concave performance measures
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    Dynamic quasi concave performance measures (English)
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    3 December 2014
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    conditional performance measure
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    conditional acceptability index
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    induced family of risk measures
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    dynamic performance measure
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    time consistency
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    risk to reward ratio
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