Dynamic risk measure (English Wikipedia)

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Detlefsen, K.; Scandolo, G. (2005). "Conditional and dynamic convex risk measures". Finance and Stochastics. 9 (4): 539–561. CiteSeerX 10.1.1.453.4944. doi:10.1007/s00780-005-0159-6. S2CID 10579202.
Föllmer, Hans; Penner, Irina (2006). "Convex risk measures and the dynamics of their penalty functions". Statistics & Decisions. 24 (1): 61–96. CiteSeerX 10.1.1.604.2774. doi:10.1524/stnd.2006.24.1.61. S2CID 54734936.
Cheridito, Patrick; Stadje, Mitja (2009). "Time-inconsistency of VaR and time-consistent alternatives". Finance Research Letters. 6 (1): 40–46. doi:10.1016/j.frl.2008.10.002.

Acciaio, Beatrice; Penner, Irina (2011). "Dynamic risk measures" (PDF). Advanced Mathematical Methods for Finance: 1–34. Archived from the original (PDF) on September 2, 2011. Retrieved July 22, 2010.
Penner, Irina (2007). "Dynamic convex risk measures: time consistency, prudence, and sustainability" (PDF). Archived from the original (PDF) on July 19, 2011. Retrieved February 3, 2011. {{cite journal}}: Cite journal requires |journal= (help)

Detlefsen, K.; Scandolo, G. (2005). "Conditional and dynamic convex risk measures". Finance and Stochastics. 9 (4): 539–561. CiteSeerX 10.1.1.453.4944. doi:10.1007/s00780-005-0159-6. S2CID 10579202.
Föllmer, Hans; Penner, Irina (2006). "Convex risk measures and the dynamics of their penalty functions". Statistics & Decisions. 24 (1): 61–96. CiteSeerX 10.1.1.604.2774. doi:10.1524/stnd.2006.24.1.61. S2CID 54734936.

Detlefsen, K.; Scandolo, G. (2005). "Conditional and dynamic convex risk measures". Finance and Stochastics. 9 (4): 539–561. CiteSeerX 10.1.1.453.4944. doi:10.1007/s00780-005-0159-6. S2CID 10579202.
Föllmer, Hans; Penner, Irina (2006). "Convex risk measures and the dynamics of their penalty functions". Statistics & Decisions. 24 (1): 61–96. CiteSeerX 10.1.1.604.2774. doi:10.1524/stnd.2006.24.1.61. S2CID 54734936.

Acciaio, Beatrice; Penner, Irina (2011). "Dynamic risk measures" (PDF). Advanced Mathematical Methods for Finance: 1–34. Archived from the original (PDF) on September 2, 2011. Retrieved July 22, 2010.
Penner, Irina (2007). "Dynamic convex risk measures: time consistency, prudence, and sustainability" (PDF). Archived from the original (PDF) on July 19, 2011. Retrieved February 3, 2011. {{cite journal}}: Cite journal requires |journal= (help)