Time consistency and time consistent generalized convex multistage risk measures
Li Yang and Zhi Ping Chen and Feng Zhang
| Year of publication: |
July 2016
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|---|---|
| Authors: | Li Yang ; Chen, Zhiping ; Zhang, Feng |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 27.2016, 3, p. 419-437
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| Subject: | conditional risk measure | generalized convex risk measure | multi-period risk meausre | time consistency of risk measure | time consitenecy of optimal policy | Risiko | Risk | Risikomaß | Risk measure | Zeitkonsistenz | Time consistency | Theorie | Theory | Messung | Measurement | Entscheidung unter Risiko | Decision under risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpv005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011593272