A supermartingale relation for multivariate risk measures (Q4619535): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:37, 5 March 2024
scientific article; zbMATH DE number 7013657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A supermartingale relation for multivariate risk measures |
scientific article; zbMATH DE number 7013657 |
Statements
A supermartingale relation for multivariate risk measures (English)
0 references
6 February 2019
0 references
set-valued supermartingale
0 references
time consistency
0 references
dynamic risk measures
0 references
transaction costs
0 references
set-valued risk measures
0 references
multivariate risks
0 references
