风险度量的时间一致性和动态范围
Time consistency and moving horizons for risk measures
摘要：
我们考虑投资组合选择时，基于动态风险度量的决策受到使用移动的地平线，这可能产生的不一致。通过给出一个正式的治疗时间的一致性，这是独立的贝尔曼方程，我们表明，有一个新的意义上，这些决定可以被看作是一致的。
英文摘要：
We consider portfolio selection when decisions based on a dynamic risk measure are affected by the use of a moving horizon, and the possible inconsistencies that this creates. By giving a formal treatment of time consistency which is independent of Bellman's equations, we show that there is a new sense in which these decisions can be seen as consistent.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
