Conditional risk measures and time consistency
Time-Consistency: from Optimization to Risk Measures
69
Conditional and dynamic convex risk measures
23
Conditional and Dynamic Convex Risk Measures
23
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
52
Bootstrap inference for conditional risk measures
261
Time consistency in managing a commodity portfolio: a dynamic risk
29
Time-consistency in managing a commodity portfolio: a dynamic risk
28
Real-valued conditional convex risk measures in Lp(ℱ, R)
15
Time Discounting and Time Consistency
11
Consistency Among Visual Memory Measures
118
On the strong consistency of the kernel estimator of extreme conditional quantiles
16
Intertemporal stability of survey based measures of risk and time preferences
40
Intertemporal stability of survey-based measures of risk and time preferences
40
Estimation of Market Risk Measures in Mexican Financial Time Series
24
Consistency of the proposed additive measures of revealed comparative advantage
9
Optimization of Conditional Value-at-Risk
26
A New Class of Time Consistent Dynamic Risk Measures and its Application
6
Asymptotic results for conditional measures of association of a random sum
21
Training Conditional Random Fields with Multivariate Evaluation Measures
8
CiteSeerX — Implicit attitude measures: Consistency, stability, and convergent validity
8