DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE (Q2875722)

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DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
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    DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE (English)
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    11 August 2014
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    dynamic coherent acceptability index
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    dynamic measures of performance
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    dynamic coherent risk measures
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    dynamically consistent sequence of sets of probability measures
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    time consistency
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    dynamic GLR
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    dynamic RAROC
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