Pages that link to "Item:Q2500793"
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The following pages link to Time consistent dynamic risk measures (Q2500793):
Displaying 12 items.
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques (Q5166474) (← links)
- Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (Q5219554) (← links)
- Multiperiod Mean-CVaR Portfolio Selection (Q5356993) (← links)
- Time consistency and time consistent generalized convex multistage risk measures (Q5382697) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Zero-sum stochastic games with the average-value-at-risk criterion (Q6081615) (← links)
- Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)
- Risk-averse dynamic pricing using mean-semivariance optimization (Q6113462) (← links)
- Dynamic hedging for the real option management of hydropower production with exchange rate risks (Q6176190) (← links)
- The self-coordination mean-variance strategy in continuous time (Q6181249) (← links)