Aggregation of Dynamic Risk Measures in Financial Management

Yuji Yoshida. Aggregation of Dynamic Risk Measures in Financial Management. In Vicenç Torra, Yasuo Narukawa, Yasunori Endo, editors, Modeling Decisions for Artificial Intelligence - 11th International Conference, MDAI 2014, Tokyo, Japan, October 29-31, 2014. Proceedings. Volume 8825 of Lecture Notes in Computer Science, pages 38-49, Springer, 2014. [doi]

Abstract

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