Time consistency for scalar multivariate risk measures
Year of publication: |
2022
|
---|---|
Authors: | Feinstein, Zachary ; Rudloff, Birgit |
Published in: |
Statistics & Risk Modeling. - De Gruyter Oldenbourg, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 38.2022, 3-4, p. 71-90
|
Publisher: |
De Gruyter Oldenbourg |
Subject: | Dynamic risk measures | time consistency | set-valued risk measures | scalarizations |
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