Showing 61 - 70 of 86,176
We consider long-run behavior of agents assessing risk in terms of dynamic convex risk measures or, equivalently, utility in terms of dynamic variational preferences in an uncertain setting. By virtue of a robust representation, we show that all uncertainty is revealed in the limit and agents...
Persistent link: https://www.econbiz.de/10003966953
Persistent link: https://www.econbiz.de/10012239513
Persistent link: https://www.econbiz.de/10011567819
Persistent link: https://www.econbiz.de/10011643541
Persistent link: https://www.econbiz.de/10011645821
Persistent link: https://www.econbiz.de/10011593975
Persistent link: https://www.econbiz.de/10012023712
Persistent link: https://www.econbiz.de/10011944107
Persistent link: https://www.econbiz.de/10011946570
Persistent link: https://www.econbiz.de/10011886766