In this work we give a comprehensive overview of the time consistency property of dynamic risk and performance measures, focusing on a the discrete time setup. The two key operational concepts used throughout are the notion of the LM-measure and the notion of the update rule that, we believe, are the key tools for studying time consistency in a unified framework.

中文翻译：

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LM-measure观点的离散时间动态风险度量和动态绩效度量的时间一致性调查

在这项工作中，我们以离散时间设置为重点，对动态风险和绩效指标的时间一致性属性进行了全面概述。贯穿整个过程使用的两个关键操作概念是LM度量的概念和更新规则的概念，我们认为这是在统一框架中研究时间一致性的关键工具。