Set-valued dynamic risk measures for processes and for vectors
Year of publication: |
2022
|
---|---|
Authors: | Chen, Yanhong ; Feinstein, Zachary |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 26.2022, 3, p. 505-533
|
Subject: | Dynamic risk measure | Optional filtration | Set-valued risk measure | Time-consistency | Theorie | Theory | Risikomaß | Risk measure | Zeitkonsistenz | Time consistency | Messung | Measurement | Risiko | Risk |
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