Time consistent dynamic risk measures (Q2500793)

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Time consistent dynamic risk measures
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    title
    Time consistent dynamic risk measures (English)
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    author
    Kang Boda
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    Jerzy A. Filar
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    publication date
    18 August 2006
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    zbMATH DE Number
    5047746
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    zbMATH Keywords
    Time consistency
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    Multi-stage
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    Target-percentile
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    Value-at-risk
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    Conditional value-at-risk
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    Markov decision process
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