Are Time Consistent Valuations Information Monotone?
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DOI: 10.1142/S0219024914500034
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- Damir FILIPOVIC & Michael KUPPER & Nicolas VOGELPOTH, 2011. "Approaches to conditional risk," Swiss Finance Institute Research Paper Series 11-02, Swiss Finance Institute.
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- Oscar Dowson & David P. Morton & Bernardo K. Pagnoncelli, 2025. "Incorporating convex risk measures into multistage stochastic programming algorithms," Annals of Operations Research, Springer, vol. 348(2), pages 807-831, May.
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; ; ; ; ; ; ; ; ; ; ;JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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