Conditional and dynamic convex risk measures
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Publication:2488496
DOI10.1007/S00780-005-0159-6zbMath1092.91017OpenAlexW2118821424WikidataQ57253933 ScholiaQ57253933MaRDI QIDQ2488496
Kai Detlefsen, Giacomo Scandolo
Publication date: 24 May 2006
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-005-0159-6
time-consistencyrobust representationentropic risk measureconditional convex risk measuredynamic convex risk measure
Stochastic models in economics (91B70) Utility theory (91B16) Duality theory for topological vector spaces (46A20)
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