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