Número: |
22609 |
Nº da Certificação: |
N/A |
Data da Certificação: |
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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: |
DYNAMIC STOCHASTIC PROGRAMMING PORTFOLIO SELECTION RISK AVERSION RISK MANAGEMENT TIME CONSISTENCY
|
Publisher: |
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH |
E-Publisher: |
MAXWELL |