Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
type: Item
instance of: scholarly article
title: Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
zbMATH Open document ID: 1397.91595
published in: Mathematics and Financial Economics
publication date: 2018-07-05T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 26E25
zbMATH DE Number: 6898613
zbMATH Keywords: dynamic risk measures
zbMATH Keywords: set-valued risk measures
zbMATH Keywords: bounded discrete-time processes
zbMATH Keywords: time consistency
zbMATH Keywords: multi-portfolio time consistency
author: Yanhong Chen
author: Yijun Hu
MaRDI profile type: Publication
full work available at URL: s11579-017-0205-0
OpenAlex ID: W2774244507
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DOI: 10.1007/S11579-017-0205-0
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description: scientific article; zbMATH DE number 6898613