Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826)
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scientific article; zbMATH DE number 6582391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent decisions and temporal decomposition of coherent risk functionals |
scientific article; zbMATH DE number 6582391 |
Statements
19 May 2016
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risk measures
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time consistency
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convex duality
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Time-consistent decisions and temporal decomposition of coherent risk functionals (English)
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