| Número: |
22609 |
| Nº da Certificação: |
N/A |
Data da Certificação: |
--- |
| Título: |
TIME CONSISTENCY AND RISK AVERSE DYNAMIC DECISION MODELS: DEFINITION, INTERPRETATION AND PRACTICAL CONSEQUENCES |
| Autor(es): |
BIRGIT RUDLOFF
ALEXANDRE STREET DE AGUIAR
DAVI MICHEL VALLADAO
|
| Vocabulário: |
CONDITIONAL VALUE AT RISK
DYNAMIC STOCHASTIC PROGRAMMING
PORTFOLIO SELECTION
RISK AVERSION
RISK MANAGEMENT
TIME CONSISTENCY
|
| Publisher: |
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH |
| E-Publisher: |
MAXWELL |
