Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency for set-valued dynamic risk measures for bounded discrete-time processes |
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Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (English)
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5 July 2018
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dynamic risk measures
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set-valued risk measures
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bounded discrete-time processes
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time consistency
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multi-portfolio time consistency
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