Dynamic quasi concave performance measures (Q478133)

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Dynamic quasi concave performance measures
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    title
    Dynamic quasi concave performance measures (English)
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    author
    Sara Biagini
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    Jocelyne Bion-Nadal
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    publication date
    3 December 2014
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    zbMATH DE Number
    6376387
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    zbMATH Keywords
    conditional performance measure
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    conditional acceptability index
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    induced family of risk measures
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    dynamic performance measure
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    time consistency
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    risk to reward ratio
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    OpenAlex ID
    W3121815691
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    arXiv ID
    1212.3958
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