scientific article; zbMATH DE number 7224244
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- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
- Dynamic monetary risk measures for bounded discrete-time processes
- On dynamic deviation measures and continuous-time portfolio optimization
- On iterative premium calculation principles under Cumulative Prospect Theory
- Optimality conditions in portfolio analysis with general deviation measures
- Representation of the penalty term of dynamic concave utilities
- Representation results for law invariant time consistent functions
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
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