Dynamic quasi concave performance measures (Q478133)
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scientific article; zbMATH DE number 6376387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic quasi concave performance measures |
scientific article; zbMATH DE number 6376387 |
Statements
Dynamic quasi concave performance measures (English)
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3 December 2014
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conditional performance measure
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conditional acceptability index
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induced family of risk measures
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dynamic performance measure
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time consistency
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risk to reward ratio
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0.8371910452842712
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0.8349176049232483
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0.833626389503479
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0.8295871615409851
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