Representation results for law invariant time consistent functions
type: Item
instance of: scholarly article
title: Representation results for law invariant time consistent functions
zbMATH Open document ID: 1255.91181
author: Michael Kupper
author: Walter Schachermayer
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B55
Mathematics Subject Classification ID: 91B08
zbMATH DE Number: 6127170
zbMATH Keywords: law invariance
zbMATH Keywords: time consistency
zbMATH Keywords: certainty equivalent
zbMATH Keywords: dynamic risk measures
zbMATH Keywords: Skorohod embedding theorem
MaRDI profile type: Publication
full work available at URL: s11579-009-0019-9
OpenAlex ID: W2158732749
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DOI: 10.1007/S11579-009-0019-9
description: scientific article; zbMATH DE number 6127170