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"A Unified Approach to Time Consistency of Dynamic Risk Measures and ..."

Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera (2018)

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DOI: 10.1287/MOOR.2017.0858

access: closed

type: Journal Article

metadata version: 2020-10-26

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Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera:
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time. Math. Oper. Res. 43(1): 204-221 (2018)

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