Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776): Difference between revisions
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Revision as of 08:19, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences |
scientific article |
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Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (English)
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3 February 2015
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time consistency
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dynamic stochastic programming
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risk aversion
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conditional value-at-risk (CVaR)
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portfolio selection
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