Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios

Author: ChenZhipingDepartment of Computing Science   School of Mathematics and Statistics   Xi’an Jiaotong University   Xi’an   China   HuQianhuiDepartment of Computing Science   School of Mathematics and Statistics   Xi’an Jiaotong University   Xi’an   China  

Publisher: Emerald Group Publishing Ltd

E-ISSN: 2044-1401|4|4|360-384

ISSN: 2044-1398

Source: China Finance Review International, Vol.4, Iss.4, 2014-11, pp. : 360-384

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Abstract