A Dynamic Extension of the Foster-Hart Measure of Riskiness
| Year of publication: |
2014-09
|
|---|---|
| Authors: | Hellmann, Tobias ; Riedel, Frank |
| Institutions: | Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld |
| Subject: | Dynamic Risk Measures | Time-Consistency | Bankruptcy | Continuous Random Variable |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 528 12 pages |
| Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
| Source: |
Persistent link: https://www.econbiz.de/10010928897