A dynamic extension of the Foster-Hart measure of riskiness
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Cites work
- scientific article; zbMATH DE number 3852087 (Why is no real title available?)
- A dynamic extension of the Foster-Hart measure of riskiness
- COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
- Coherent multiperiod risk adjusted values and Bellman's principle
- Conditional and dynamic convex risk measures
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
- Dynamic coherent risk measures
- Stochastic finance. An introduction in discrete time
Cited in
(7)- A dynamic extension of the Foster-Hart measure of riskiness
- An energy-based measure for long-run horizon risk quantification
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
- A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes
- The Iterated Cte
- A note on Aumann and Serrano's index of riskiness
- Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances
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