Dynamic Limit Growth Indices in Discrete Time (Q3194564)

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Dynamic Limit Growth Indices in Discrete Time
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    Dynamic Limit Growth Indices in Discrete Time (English)
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    20 October 2015
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    dynamic limit growth index
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    dynamic assessment index
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    dynamic acceptability index
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    measure of performance
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    risk-sensitive control
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    risk-sensitive criteria
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    Kelly criterion
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    entropic risk measure
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    dynamic time consistency
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