Dynamic Limit Growth Indices in Discrete Time (Q3194564)
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scientific article; zbMATH DE number 6496693
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic Limit Growth Indices in Discrete Time |
scientific article; zbMATH DE number 6496693 |
Statements
Dynamic Limit Growth Indices in Discrete Time (English)
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20 October 2015
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dynamic limit growth index
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dynamic assessment index
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dynamic acceptability index
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measure of performance
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risk-sensitive control
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risk-sensitive criteria
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Kelly criterion
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entropic risk measure
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dynamic time consistency
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0.8600747
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0.8583351
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0.8537768
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0.85162175
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0.84671986
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