A dynamic extension of the Foster-Hart measure of riskiness
Tobias Hellmann, Frank Riedel
| Year of publication: |
August 2015
|
|---|---|
| Authors: | Hellmann, Tobias ; Riedel, Frank |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 59.2015, p. 66-70
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| Subject: | Dynamic risk measures | Time-consistency | Bankruptcy | Continuous random variable | Insolvenz | Insolvency | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Zufallsvariable | Random variable | Dynamische Wirtschaftstheorie | Economic dynamics | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2015.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573463