المؤلفون: Consigli, Giorgio

المساهمون: Liu, Jia, Chen, Zhiping, Consigli, Giorgio

مصطلحات موضوعية: time delay risk measure, chance constraint, weak time consistency, portfolio selection, Settore STAT-04/A - Metodi matematici dell'economia e delle scienze attuariali e finanziarie

وصف الملف: text; remote

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001180693100001; volume:35; issue:3; firstpage:345; lastpage:377; journal:IMA JOURNAL OF MANAGEMENT MATHEMATICS; https://hdl.handle.net/10446/283293

الاتاحة: https://hdl.handle.net/10446/283293
https://doi.org/10.1093/imaman/dpae001

المؤلفون: Roorda, B., Schumacher, Hans

المصدر: Roorda , B & Schumacher , H 2016 , ' Weakly time consistent concave valuations and their dual representations ' , Finance and Stochastics , vol. 20 , no. 1 , pp. 123-151 . https://doi.org/10.1007/s00780-015-0285-8

مصطلحات موضوعية: Convex risk measures, Concave valuations, Duality, Weak time consistency, Risk aversion

وصف الملف: application/pdf

الاتاحة: https://research.tilburguniversity.edu/en/publications/132bdd0b-40dd-44bd-ab64-cea369c8b81e
https://doi.org/10.1007/s00780-015-0285-8
https://pure.uvt.nl/ws/files/13675384/Finance_Stoch_Weakly_time_consistent.pdf

المؤلفون: Berend Roorda, J. M. Schumacher

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.utwente.nl/bms/iebis/staff/roorda/representation-paper-submitted-12may2015.pdf.

مصطلحات موضوعية: convex risk measures, concave valuations, duality, weak time consistency

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.694.8575; http://www.utwente.nl/bms/iebis/staff/roorda/representation-paper-submitted-12may2015.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.694.8575
http://www.utwente.nl/bms/iebis/staff/roorda/representation-paper-submitted-12may2015.pdf

المؤلفون: Berend Roorda, J. M. Schumacher

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://center.kub.nl/staff/schumach/papers/updating.pdf.

مصطلحات موضوعية: risk measures, acceptability functionals, updating, weak time consistency

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.212.2302; http://center.kub.nl/staff/schumach/papers/updating.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.212.2302
http://center.kub.nl/staff/schumach/papers/updating.pdf

المؤلفون: Berend Roorda, J. M. Schumacher

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://arno.uvt.nl/show.cgi?fid%3D92654%26origin%3Dpublication_detail.

مصطلحات موضوعية: convex risk measures, acceptability measures, weak time consistency. MSC2000, 91B30, 91B28

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.653.9771; http://arno.uvt.nl/show.cgi?fid%3D92654%26origin%3Dpublication_detail

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.653.9771
http://arno.uvt.nl/show.cgi?fid%3D92654%26origin%3Dpublication_detail

المؤلفون: Berend Roorda, Johannes Schumacher

المساهمون: Actuarial Science & Mathematical Finance (ASE, FEB), Econometrics and Operations Research, Research Group: Operations Research, Industrial Engineering & Business Information Systems, Faculty of Behavioural, Management and Social Sciences

المصدر: Finance and Stochastics, 20(1), 123-151. Springer Verlag
Finance and stochastics, 20(1), 123-151. Springer

مصطلحات موضوعية: Statistics and Probability, Computer Science::Computer Science and Game Theory, Duality, Sign convention, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, 0101 mathematics, Convex risk measures, Mathematics, Valuation (finance), Discrete mathematics, Concave valuations, 050208 finance, Risk aversion, Mathematical finance, Weak time consistency, 05 social sciences, Regular polygon, Discrete time and continuous time, Time consistency, Pairwise comparison, Statistics, Probability and Uncertainty, Mathematical economics, Finance

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f36880d25d47eb7d6dcf9e1f82efed4d
https://dare.uva.nl/personal/pure/en/publications/weakly-time-consistent-concave-valuations-and-their-dual-representations(9e7aea64-eb03-4dfb-8ffd-21e569081bec).html