Time consistency of dynamic cash subadditive risk measures for portfolios (Q5115310)
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scientific article; zbMATH DE number 7235358
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| English | Time consistency of dynamic cash subadditive risk measures for portfolios |
scientific article; zbMATH DE number 7235358 |
Statements
12 August 2020
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portfolios
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cash subadditivity
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dynamic risk measures
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representation theorem
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time consistency
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0.8541816473007202
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0.8468014597892761
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0.8228675723075867
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0.8214706182479858
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0.8204633593559265
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