A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
Tytuł:
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
Czasopismo:
PROBABILITY, UNCERTAINTY AND QUANTITATIVE RISK
Rok:
2017
Strony:
52
Tom (seria wydawnicza):
2
Link:
http://probability-risk.springeropen.com/articles/10.1186/s41546-017-0012-9