Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals |
scientific article |
Statements
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (English)
0 references
19 May 2016
0 references
risk measures
0 references
time consistency
0 references
convex duality
0 references
0 references
