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  • Search: subject:"dynamically consistent sequence of sets of probability measures"
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Subject
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Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Time consistency 1 Zeitkonsistenz 1 dynamic GLR 1 dynamic RAROC 1 dynamic coherent acceptability index 1 dynamic coherent risk measures 1 dynamic measures of performance 1 dynamically consistent sequence of sets of probability measures 1 time consistency 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Bielecki, Tomasz R. 1 Cialenco, Igor 1 Zhang, Zhao 1
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Mathematical finance : an international journal of mathematics, statistics and financial theory 1
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ECONIS (ZBW) 1
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Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.; Cialenco, Igor; Zhang, Zhao - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 411-441
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010484294
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