翻訳と辞書 Words near each other ・ Time Honoured Ghosts ・ Time horizon ・ Time Hunter ・ Time I ・ Time charter equivalent ・ Time Chasers ・ Time Circle, 1968–1972 ・ Time clock ・ Time code ambiguity ・ Time Commander ・ Time Commanders ・ Time Commando ・ Time complexity ・ Time Considered as a Helix of Semi-Precious Stones ・ Time Considered as a Helix of Semi-Precious Stones – The BBC Sessions 1979–1984 ・ Time consistency ・ Time constant ・ Time constraint ・ Time Control ・ Time control ・ Time Cracks ・ Time Crash ・ Time Crash (band) ・ Time Crashers ・ Time Crisis ・ Time Crisis (series) ・ Time Crisis 3 ・ Time Crisis 4 ・ Time Crisis II ・ Time Cube Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Time consistency ： ウィキペディア英語版 Time consistency 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 $t$ although it is certain that A is riskier than B at time $t+1$. As the name suggests a time inconsistent risk measure can lead to inconsistent behavior in financial risk management. ==Mathematical definition== A dynamic risk measure $\backslash left(\backslash rho\_t\backslash right)\_^$ on $L^0(\backslash mathcal\_T)$ is time consistent if $\backslash forall\; X,\; Y\; \backslash in\; L^0(\backslash mathcal\_T)$ and $t\; \backslash in\; \backslash :\; \backslash rho\_(X)\; \backslash geq\; \backslash rho\_(Y)$ implies $\backslash rho\_t(X)\; \backslash geq\; \backslash rho\_t(Y)$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Time consistency」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.