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Search: subject:"Dynamic Risk Measures"
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Zeitkonsistenz
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19
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18
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17
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15
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15
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dynamic risk measures
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Feinstein, Zachary
3
Rudloff, Birgit
3
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2
Riedel, Frank
2
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1
Bier, Monika
1
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1
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1
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1
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1
Reinforcement learning with dynamic convex risk measures
Coache, Anthony
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 557-587
Persistent link: https://www.econbiz.de/10014514792
Saved in:
2
Contributions to the theory of
dynamic
risk
measures
Schlotter, Ruben
-
2021
Persistent link: https://www.econbiz.de/10013280212
Saved in:
3
Scalar multivariate risk measures with a single eligible asset
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 899-922
Persistent link: https://www.econbiz.de/10013365032
Saved in:
4
Time-consistency of risk measures : how strong is such a property?
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 287-317
Persistent link: https://www.econbiz.de/10012065238
Saved in:
5
A dynamic extension of the Foster-Hart measure of riskiness
Hellmann, Tobias
;
Riedel, Frank
-
2014
Persistent link: https://www.econbiz.de/10010411555
Saved in:
6
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Saved in:
7
Time consistency for set-valued
dynamic
risk
measures
for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 305-333
Persistent link: https://www.econbiz.de/10011963856
Saved in:
8
Conditional expectiles, time consistency and mixture convexity properties
Bellini, Fabio
;
Bignozzi, Valeria
;
Puccetti, Giovanni
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 117-123
Persistent link: https://www.econbiz.de/10011929844
Saved in:
9
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan
;
Ruszcy´nski, Andrzej
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
Saved in:
10
A supermartingale relation for multivariate risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1971-1990
Persistent link: https://www.econbiz.de/10012262932
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