Weakly time consistent concave valuations and their dual representations
Year of publication: |
January 2016
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Authors: | Roorda, Berend ; Schumacher, Johannes M. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 20.2016, 1, p. 123-151
|
Subject: | Convex risk measures | Concave valuations | Duality | Weak time consistency | Risk aversion | Theorie | Theory | Zeitkonsistenz | Time consistency | Risiko | Risk | Messung | Measurement | Entscheidung unter Risiko | Decision under risk | Risikoaversion |
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