Dynamic coherent acceptability indices and their applications to finance (Q2875722)
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scientific article; zbMATH DE number 6328572
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| English | Dynamic coherent acceptability indices and their applications to finance |
scientific article; zbMATH DE number 6328572 |
Statements
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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0.88376975
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0.84927535
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0.83564484
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0.8281227
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0.82806635
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0.8269039
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0.8254661
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0.8248706
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Dynamic coherent acceptability indices and their applications to finance (English)
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