Time consistency of dynamic risk measures

Alexander Shapiro. Time consistency of dynamic risk measures. Oper. Res. Lett., 40(6):436-439, 2012. [doi]

@article{Shapiro12-0,
  title = {Time consistency of dynamic risk measures},
  author = {Alexander Shapiro},
  year = {2012},
  doi = {10.1016/j.orl.2012.08.007},
  url = {http://dx.doi.org/10.1016/j.orl.2012.08.007},
  researchr = {https://researchr.org/publication/Shapiro12-0},
  cites = {0},
  citedby = {0},
  journal = {Oper. Res. Lett.},
  volume = {40},
  number = {6},
  pages = {436-439},
}