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}, }