Conditional and dynamic convex risk measures

DOI10.1007/s00780-005-0159-6zbMath1092.91017OpenAlexW2118821424WikidataQ57253933 ScholiaQ57253933MaRDI QIDQ2488496

Kai Detlefsen, Giacomo Scandolo

Publication date: 24 May 2006

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-005-0159-6

zbMATH Keywords

time-consistencyrobust representationentropic risk measureconditional convex risk measuredynamic convex risk measure

Mathematics Subject Classification ID

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