Dynamic coherent acceptability indices and their applications to finance (Q2875722)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic coherent acceptability indices and their applications to finance |
scientific article; zbMATH DE number 6328572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic coherent acceptability indices and their applications to finance |
scientific article; zbMATH DE number 6328572 |
Statements
11 August 2014
0 references
dynamic coherent acceptability index
0 references
dynamic measures of performance
0 references
dynamic coherent risk measures
0 references
dynamically consistent sequence of sets of probability measures
0 references
time consistency
0 references
dynamic GLR
0 references
dynamic RAROC
0 references
0.88376975
0 references
0 references
0.84927535
0 references
0.83564484
0 references
0.8281227
0 references
0.82806635
0 references
0.8269039
0 references
0.8254661
0 references
0.8248706
0 references
Dynamic coherent acceptability indices and their applications to finance (English)
0 references
