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- Time_consistency abstract "Time consistency is a property in financial risk related to dynamic risk measures. The purpose of the time consistent property is to categorize the risk measures which satisfy the condition that if portfolio (A) is more risky than portfolio (B) at some time in the future, then it is guaranteed to be more risky at any time prior to that point. This is an important property since if it were not to hold then there is an event (with probability of occurring greater than 0) such that B is riskier than A at time although it is certain that A is riskier than B at time . As the name suggests a time inconsistent risk measure can lead to inconsistent behavior in financial risk management.".
- Time_consistency wikiPageID "1614549".
- Time_consistency wikiPageRevisionID "602481739".
- Time_consistency hasPhotoCollection Time_consistency.
- Time_consistency subject Category:Financial_risk.
- Time_consistency subject Category:Mathematical_finance.
- Time_consistency comment "Time consistency is a property in financial risk related to dynamic risk measures. The purpose of the time consistent property is to categorize the risk measures which satisfy the condition that if portfolio (A) is more risky than portfolio (B) at some time in the future, then it is guaranteed to be more risky at any time prior to that point.".
- Time_consistency label "Time consistency".
- Time_consistency sameAs m.0cm8fvj.
- Time_consistency sameAs Q7805280.
- Time_consistency sameAs Q7805280.
- Time_consistency wasDerivedFrom Time_consistency?oldid=602481739.
- Time_consistency isPrimaryTopicOf Time_consistency.