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Search: subject:"Weak time consistency"
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The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
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2
Weakly time consistent concave valuations and their dual representations
Roorda, B.
;
Schumacher, Johannes M.
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 123-151
Persistent link: https://www.econbiz.de/10011460026
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3
Membership conditions for consistent families of monetary valuations
Roorda, Berend
;
Schumacher, Hans
- In:
Statistics & Decisions
30
(
2013
)
3
,
pp. 255-280
illustration of the additional flexibility under
weak
time
consistency
…
Persistent link: https://www.econbiz.de/10014622237
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