Time-consistency of risk measures: how strong is such a property? (Q2331015)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistency of risk measures: how strong is such a property? |
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Time-consistency of risk measures: how strong is such a property? (English)
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23 October 2019
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dynamic risk measures
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time-consistency
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quasi-convex risk measures
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cash-subadditive risk measures
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cocycle property
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\(m\)-stability
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