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Conditional and dynamic convex risk measures |
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| Authors: | Kai Detlefsen Giacomo Scandolo |
| Institution: | (1) Center for Applied Statistics and Economics, Humboldt Universität Berlin, 10178 Berlin, Germany;(2) Dipartimento di Matematica per le Decisioni, Universitá di Firenze, 50134 Firenze, Italy |
| Abstract: | |
| Keywords: | Conditional convex risk measure robust representation entropic risk measure dynamic convex risk measure time-consistency |
| 本文献已被 SpringerLink 等数据库收录！ | |