Worst portfolios for dynamic monetary utility processes (Q5085828)
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scientific article; zbMATH DE number 7550677
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Worst portfolios for dynamic monetary utility processes |
scientific article; zbMATH DE number 7550677 |
Statements
Worst portfolios for dynamic monetary utility processes (English)
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30 June 2022
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comonotonicity
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best portfolio
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monetary utility function process
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time-consistency
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relevancy
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risk measures
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0.7909100651741028
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0.7818953394889832
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0.7761503458023071
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0.7658425569534302
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