Georg Ch. Pflug, Alois Pichler. Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals. Math. Oper. Res., 41(2):682-699, 2016. [doi]
@article{PflugP16-0,
title = {Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals},
author = {Georg Ch. Pflug and Alois Pichler},
year = {2016},
doi = {10.1287/moor.2015.0747},
url = {http://dx.doi.org/10.1287/moor.2015.0747},
researchr = {https://researchr.org/publication/PflugP16-0},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {41},
number = {2},
pages = {682-699},
}