Composition of time-consistent dynamic monetary risk measures in discrete time (Q3086259)
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scientific article; zbMATH DE number 5871443
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| English | Composition of time-consistent dynamic monetary risk measures in discrete time |
scientific article; zbMATH DE number 5871443 |
Statements
COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (English)
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30 March 2011
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dynamic risk measures
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time-consistency
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dual representations
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0.8910118937492371
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0.8580448031425476
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0.8511051535606384
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0.8456588983535767
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0.8264628648757935
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