Are time consistent valuations information monotone?
Raimund M. Kovacevic; Georg Ch. Pflug
| Year of publication: |
2014
|
|---|---|
| Authors: | Kovacevic, Raimund ; Pflug, Georg |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 1, p. 1-33
|
| Subject: | Risk functional | acceptability functional | multi-period, conditional risk mapping | average value-at-risk | dual representation | information monotonicity | value of information | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Informationswert | Information value | Nutzenfunktion | Utility function | Informationsökonomik | Economics of information |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363963