Update rules for convex risk measures (Q3605242): Difference between revisions

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+Coherent Measures of Risk
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Upper and Lower Probabilities Induced by a Multivalued Mapping
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+Conditional and dynamic convex risk measures
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+Dynamically consistent beliefs must be Bayesian
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+Convex measures of risk and trading constraints
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+Updating ambiguous beliefs
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+Dynamic coherent risk measures
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+Time consistency conditions for acceptability measures, with an application to tail value at risk
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+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
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+Q4091268
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+Q3562472
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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+The iterative law of expectation and non-adaptive probability measure
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