Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals |
scientific article |
Statements
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (English)
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19 May 2016
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risk measures
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time consistency
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convex duality
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