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

Numer DOI:
https://doi.org/10.1186/s41546-017-0012-9