"Time-Consistent Decisions and Temporal Decomposition of Coherent Risk ..."

Georg Ch. Pflug, Alois Pichler (2016)

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DOI: 10.1287/MOOR.2015.0747

access: closed

type: Journal Article

metadata version: 2019-06-02

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Georg Ch. Pflug, Alois Pichler:
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals. Math. Oper. Res. 41(2): 682-699 (2016)

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