Measuring risk for income streams (Q2574064)

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Measuring risk for income streams
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    title
    Measuring risk for income streams (English)
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    author
    Georg Ch. Pflug
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    Ruszczyński, Andrzej
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    publication date
    16 November 2005
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    zbMATH DE Number
    2229868
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    zbMATH Keywords
    dynamic risk measure
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    multistage stochastic programming
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    multiperiod mean-risk models
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    value of perfect information
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    conditional value at risk
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