A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
Crossref DOI link: https://doi.org/10.1186/s41546-017-0012-9
Published Online: 2017-03-01
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bielecki, Tomasz R.
Cialenco, Igor
Pitera, Marcin
License valid from 2017-03-01