Coherent multiperiod risk adjusted values and Bellman's principle
type: Item
instance of: scholarly article
title: Coherent multiperiod risk adjusted values and Bellman's principle
zbMATH Open document ID: 1132.91484
author: Philippe Artzner
author: Jean-Marc Eber
author: David Heath
author: Hyejin Ku
author: Freddy Delbaen
published in: Annals of Operations Research
publication date: 2008-03-31T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5255830
zbMATH Keywords: Bellman's principle
zbMATH Keywords: capital requirement
zbMATH Keywords: coherence
zbMATH Keywords: risk-adjusted values
zbMATH Keywords: stability by pasting
zbMATH Keywords: time consistency
MaRDI profile type: Publication
full work available at URL: s10479-006-0132-6
OpenAlex ID: W2069326331
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DOI: 10.1007/S10479-006-0132-6
description: scientific article