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Dynamic assessment indices |
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| Authors: | Tomasz R Bielecki Samuel Drapeau Martin Karliczek |
| Institution: | 1. Department of Applied Mathematics, Illinois Institute of Technology , Chicago, IL, 60616 USA;2. Department of Mathematics, Humboldt-Universit?t Berlin , Unter den Linden 6, 10099 Berlin, Germany |
| Abstract: | |
| Keywords: | assessment indices dynamic acceptability index dynamic measures of performance dynamic risk measures certainty equivalent strong time consistency dynamic GLR |