Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896)
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scientific article; zbMATH DE number 6898613
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| English | Time consistency for set-valued dynamic risk measures for bounded discrete-time processes |
scientific article; zbMATH DE number 6898613 |
Statements
Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (English)
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5 July 2018
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dynamic risk measures
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set-valued risk measures
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bounded discrete-time processes
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time consistency
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multi-portfolio time consistency
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0.95509166
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0.9232881
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0.9204738
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0.9075369
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0.90185595
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0.8997566
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0.8989518
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0.8921953
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