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~isPartOf:"Application of operations research to financial markets"
~isPartOf:"Finance and stochastics"
~subject:"Entscheidungstheorie"
~subject:"Risiko"
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1
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
2
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
3
Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach
Andrikopoulos, Panagiotis
;
Webber, Nick
- In:
Application of operations research to financial markets
,
(pp. 3-26)
.
2019
Persistent link: https://www.econbiz.de/10012157310
Saved in:
4
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
5
Weakly time consistent concave valuations and their dual representations
Roorda, Berend
;
Schumacher, Johannes M.
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 123-151
Persistent link: https://www.econbiz.de/10011460026
Saved in:
6
Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
Saved in:
7
Conditional and dynamic convex risk measures
Detlefsen, Kai
;
Scandolo, Giacomo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 539-561
Persistent link: https://www.econbiz.de/10003133271
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