Time consistency (finance) (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Time consistency (finance)" in English language version.

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doi.org

Rosazza Gianin, E. (2006). "Risk measures via g-expectations". Insurance: Mathematics and Economics. 39: 19–65. doi:10.1016/j.insmatheco.2006.01.002.

Acciaio, Beatrice; Penner, Irina (February 22, 2010). "Dynamic risk measures" (PDF). Archived from the original (PDF) on September 2, 2011. Retrieved July 22, 2010. {{cite journal}}: Cite journal requires |journal= (help)
Cheridito, Patrick; Kupper, Michael (May 2010). "Composition of time-consistent dynamic monetary risk measures in discrete time" (PDF). International Journal of Theoretical and Applied Finance. Archived from the original (PDF) on July 19, 2011. Retrieved February 4, 2011.
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)

Föllmer, Hans; Penner, Irina (2006). "Convex risk measures and the dynamics of their penalty functions" (PDF). Statistics and Decisions. 24 (1): 61–96. Retrieved June 17, 2012.^{[permanent dead link]}

Cheridito, Patrick; Stadje, Mitja (October 2008). "Time-inconsistency of VaR and time-consistent alternatives" (PDF). Archived from the original (PDF) on October 19, 2012. Retrieved November 29, 2010. {{cite journal}}: Cite journal requires |journal= (help)

Cheridito, Patrick; Stadje, Mitja (October 2008). "Time-inconsistency of VaR and time-consistent alternatives" (PDF). Archived from the original (PDF) on October 19, 2012. Retrieved November 29, 2010. {{cite journal}}: Cite journal requires |journal= (help)
Acciaio, Beatrice; Penner, Irina (February 22, 2010). "Dynamic risk measures" (PDF). Archived from the original (PDF) on September 2, 2011. Retrieved July 22, 2010. {{cite journal}}: Cite journal requires |journal= (help)
Cheridito, Patrick; Kupper, Michael (May 2010). "Composition of time-consistent dynamic monetary risk measures in discrete time" (PDF). International Journal of Theoretical and Applied Finance. Archived from the original (PDF) on July 19, 2011. Retrieved February 4, 2011.
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)