ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?
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Publication:5411987
DOI10.1142/S0219024914500034zbMath1336.91090OpenAlexW2164726451WikidataQ59254871 ScholiaQ59254871MaRDI QIDQ5411987
Raimund M. Kovacevic, Georg Ch. Pflug
Publication date: 25 April 2014
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024914500034
value of informationaverage value-at-riskdual representationmulti-periodrisk functionalacceptability functionalinformation monotonicityconditional risk mapping
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