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Risikomaß
Time-consistency
83
time-consistency
57
Theorie
56
Zeitkonsistenz
52
Theory
49
Time consistency
49
Time-Consistency
25
Monetary policy
23
Geldpolitik
22
Portfolio selection
21
Portfolio-Management
21
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12
Risiko
12
Risk
12
Risk measure
11
Finanzpolitik
10
Inflation
10
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9
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9
Messung
9
Discounting
8
Diskontierung
8
Glaubwürdigkeit
8
Political communication
8
Politische Kommunikation
8
Entscheidung unter Unsicherheit
7
Imperfect credibility
7
Public debt
7
Robust policymaking
7
Stochastic process
7
Stochastischer Prozess
7
Öffentliche Schulden
7
Decision under uncertainty
6
Dynamic Convex Risk Measures
6
Multiple Priors
6
Neoclassical synthesis
6
Neoklassische Synthese
6
Optimale Besteuerung
6
Risk aversion
6
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English
11
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Feinstein, Zachary
2
Hellmann, Tobias
2
Riedel, Frank
2
Rosazza Gianin, Emanuela
2
Ararat, Çağın
1
Bellini, Fabio
1
Belomestny, Denis
1
Chen, Yanhong
1
Coache, Anthony
1
De Lara, Michel
1
Jaimungal, Sebastian
1
Kromer, Eduard
1
Krätschmer, Volker
1
Laeven, Roger J. A.
1
Leclère, Vincent
1
Mastrogiacomo, Elisa
1
Overbeck, Ludger
1
Russo, Emilio
1
Staino, Alessandro
1
Zilch, Kartrin
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European journal of operational research : EJOR
3
Finance and stochastics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Institute of Mathematical Economics Working Paper
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Mathematics of operations research
1
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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ECONIS (ZBW)
11
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1
Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel
;
Leclère, Vincent
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
Saved in:
2
A dynamic extension of the Foster-Hart measure of riskiness
Hellmann, Tobias
;
Riedel, Frank
-
2014
Persistent link: https://www.econbiz.de/10010411555
Saved in:
3
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
Saved in:
4
A dynamic extension of the Foster-Hart measure of riskiness
Hellmann, Tobias
;
Riedel, Frank
- In:
Journal of mathematical economics
59
(
2015
),
pp. 66-70
Persistent link: https://www.econbiz.de/10011573463
Saved in:
5
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:
6
Dynamic systemic risk measures for bounded discrete timeprocesses
Kromer, Eduard
;
Overbeck, Ludger
;
Zilch, Kartrin
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 77-108
Persistent link: https://www.econbiz.de/10012116625
Saved in:
7
Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility
Staino, Alessandro
;
Russo, Emilio
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 741-753
Persistent link: https://www.econbiz.de/10012132469
Saved in:
8
Optimal stopping under probability distortions
Belomestny, Denis
;
Krätschmer, Volker
- In:
Mathematics of operations research
42
(
2017
)
3
,
pp. 806-833
Persistent link: https://www.econbiz.de/10011742531
Saved in:
9
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:
10
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
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