Time consistent dynamic risk measures
Kang Boda; Jerzy A. Filar
| Year of publication: |
2006
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|---|---|
| Authors: | Boda, Kang ; Filar, Jerzy A. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 63.2006, 1, p. 169-186
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| Subject: | Zeitkonsistenz | Time consistency | Markov-Kette | Markov chain | Lagerhaltungsmodell | Inventory model | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003285486