Dynamic Risk Measures (Q5198554)

From MaRDI portal
Revision as of 00:40, 20 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 5936942
Language Label Description Also known as
English
Dynamic Risk Measures
scientific article; zbMATH DE number 5936942

    Statements

    title
    Dynamic Risk Measures (English)
    0 references
    author
    Beatrice Acciaio
    0 references
    Irina Penner
    0 references
    publication date
    8 August 2011
    0 references
    zbMATH Keywords
    dynamic convex risk measure
    0 references
    robust representation
    0 references
    penalty function
    0 references
    time consistency
    0 references
    entropic risk measure
    0 references

    Identifiers

    zbMATH DE Number
    5936942
    0 references
    OpenAlex ID
    W2096643160
    0 references
    arXiv ID
    1002.3794
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5198554&oldid=33728128"
    Powered by MediaWiki