Probability, Uncertainty and Quantitative Risk

Table 1 ■■■

From: A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective

		\(\mathcal {X}\)	WA	WR	sWA	sWR	MA	MR	STR	Sub	Sup
Example 3		L ^p	✓	✓	✓	✓
Example 4		L ^p		✓		✓				✓
Example 5		\(\mathbb {V}^{p}\)				✓
Example 6		\(\mathbb {V}^{p}\)				✓
Example 7		\(\mathbb {V}^{p}\)			✓	✓
Example 8	γ≥0	L ^p	✓	✓	✓	✓	✓	✓	✓		✓
	γ≤0		✓	✓	✓	✓	✓	✓	✓	✓
Example 9	γ _t ↓	L ^p	✓		✓		✓				\(\checkmark ^{*}\)
	γ _t ↑			✓		✓		✓		\(\checkmark ^{**}\)
Example 10		L ^p	✓	✓	✓	✓	✓	✓	✓

^*if γ _t≥0
^**if γ _t≤0

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