In financial mathematics, a conditional risk measure is a random variable of the financial risk (particularly the downside risk) as if measured at some point in the future. A risk measure can be thought of as a conditional risk measure on the trivial sigma algebra.
A dynamic risk measure is a risk measure that deals with the question of how evaluations of risk at different times are related. It can be interpreted as a sequence of conditional risk measures. [1]
A different approach to dynamic risk measurement has been suggested by Novak.[2]
^Acciaio, Beatrice; Penner, Irina (2011). "Dynamic risk measures" (PDF). Advanced Mathematical Methods for Finance: 1–34. Archived from the original (PDF) on September 2, 2011. Retrieved July 22, 2010.
^Novak, S.Y. (2015). On measures of financial risk. pp. 541–549. ISBN 978-849844-4964. {{cite book}}: |journal= ignored (help)
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