Update rules for convex risk measures
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Publication:3605242
DOI10.1080/14697680802055960zbMath1154.91516MaRDI QIDQ3605242
Publication date: 23 February 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://www.ssoar.info/ssoar/handle/document/22122
updating; time consistency; dynamic convex risk measures; consecutivity; robust shortfall risk measure
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