Time consistency of dynamic risk measures in markets with transaction costs (Q5397475): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+Coherent multiperiod risk adjusted values and Bellman's principle
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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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+Dynamic monetary risk measures for bounded discrete-time processes
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+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
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+Representation of the penalty term of dynamic concave utilities
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+Conditional and dynamic convex risk measures
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+Separation and duality in locally \(L^0\)-convex modules
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+Convex risk measures and the dynamics of their penalty functions
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+Convex measures of risk and trading constraints
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+Minkowskische Addition und Subtraktion beliebiger Punktmengen und die Theoreme von Erhard Schmidt
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+A duality theory for set-valued functions. I: Fenchel conjugation theory
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+Duality for Set-Valued Measures of Risk
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+Set-valued risk measures for conical market models
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+Set-valued average value at risk and its computation
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+Hedging and liquidation under transaction costs in currency markets
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Conditional risk and acceptability mappings as Banach-lattice valued mappings
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+LINEAR DIFFERENTIAL GAMES OF PURSUIT
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+Dynamic coherent risk measures
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+Conditional Risk Mappings
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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