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ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? - MaRDI portal

ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? (Q5411987)

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scientific article; zbMATH DE number 6288562
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English
ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?
scientific article; zbMATH DE number 6288562

    Statements

    title
    ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? (English)
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    author
    Raimund M. Kovacevic
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    Georg Ch. Pflug
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    publication date
    25 April 2014
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    zbMATH Keywords
    risk functional
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    acceptability functional
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    multi-period
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    conditional risk mapping
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    average value-at-risk
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    dual representation
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    information monotonicity
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    value of information
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    Identifiers

    Mathematics Subject Classification ID
    91G99
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    91B30
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    91B06
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    zbMATH DE Number
    6288562
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    Wikidata QID
    Q59254871
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    OpenAlex ID
    W2164726451
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