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

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+Dynamic Risk Measures
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+Q3400706
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+The Best Gain-Loss Ratio is a Poor Performance Measure
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+DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES
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+DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
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+Dynamic risk measures: Time consistency and risk measures from BMO martingales
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+Time consistent dynamic risk processes
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+Conditional and dynamic convex risk measures
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+Stochastic finance. An introduction in discrete time
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+CONDITIONAL CERTAINTY EQUIVALENT
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+Q3868650
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+Representation results for law invariant time consistent functions
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+OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES
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+Portfolio choice under dynamic investment performance criteria
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+Q4114574
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+Q4357507
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+Acceptability indexes via \(g\)-expectations: an application to liquidity risk
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