ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? (Q5411987)

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scientific article; zbMATH DE number 6288562
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ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?
scientific article; zbMATH DE number 6288562

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    ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? (English)
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    25 April 2014
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    risk functional
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    acceptability functional
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    multi-period
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    conditional risk mapping
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    average value-at-risk
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    dual representation
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    information monotonicity
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    value of information
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