A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091)
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scientific article; zbMATH DE number 7168356
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| English | A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective |
scientific article; zbMATH DE number 7168356 |
Statements
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (English)
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17 February 2020
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time consistency
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update rule
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dynamic LM-measure
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dynamic risk measure
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dynamic acceptability index
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measure of performance
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0.9088115096092224
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0.8505656123161316
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0.8483389019966125
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0.838801383972168
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0.8316528797149658
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