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• W2326320112 abstract "In this work we give a comprehensive overview of the time consistency property of dynamic risk and performance measures, focusing on a the discrete time setup. The two key operational concepts used throughout are the notion of the LM-measure and the notion of the update rule that, we believe, are the key tools for studying time consistency in a unified framework." @default.
• W2326320112 created "2016-06-24" @default.
• W2326320112 creator A5021542495 @default.
• W2326320112 creator A5061567868 @default.
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• W2326320112 date "2016-03-30" @default.
• W2326320112 modified "2023-09-23" @default.
• W2326320112 title "A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective" @default.
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• W2326320112 hasPublicationYear "2016" @default.
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