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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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1 result for “LM-measure”
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspectiveq-fin.MF

Survey of time consistency in dynamic risk and performance measures using LM-measure.

problem Time consistency of dynamic risk and performance measures in discrete time.
method Focus on LM-measure and update rule to study time consistency.
result Comprehensive overview of time consistency properties.
time consistencydynamic risk measuresdynamic performance measuresLM-measurediscrete time
2016-03-30abs ↗pdf ↗