A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time
Author:
Affiliation:
1. Department of Applied Mathematics, Illinois Institute of Technology, Chicago, Illinois 60616
2. Institute of Mathematics, Jagiellonian University, 30-348 Cracow, Poland
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Computer Science Applications,General Mathematics
Reference33 articles.
1. Dynamic Risk Measures
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