Dynamic Risk Measures
type: Item
instance of: scholarly article
title: Dynamic Risk Measures
zbMATH Open document ID: 1230.91065
DOI: 10.1007/978-3-642-18412-3_1
author: B. Acciaio
author: Irina Penner
published in: Advanced Mathematical Methods for Finance
publication date: 2011-08-08T00:00:00Z
full work available at URL: https://arxiv.org/abs/1002.3794
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 5936942
zbMATH Keywords: dynamic convex risk measure
zbMATH Keywords: robust representation
zbMATH Keywords: penalty function
zbMATH Keywords: time consistency
zbMATH Keywords: entropic risk measure
MaRDI profile type: Publication
OpenAlex ID: W2096643160
arXiv ID: 1002.3794
description: scientific article; zbMATH DE number 5936942