Conditional expectiles, time consistency and mixture convexity properties (Q1799643)
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scientific article; zbMATH DE number 6958594
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| English | Conditional expectiles, time consistency and mixture convexity properties |
scientific article; zbMATH DE number 6958594 |
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Conditional expectiles, time consistency and mixture convexity properties (English)
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19 October 2018
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conditional expectiles
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dynamic risk measures
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mixture concavity
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time consistency
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sequential consistency
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supermartingale property
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0.8071563243865967
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0.7863436341285706
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0.7803220748901367
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0.7767217755317688
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0.7736602425575256
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