Representation of dynamic time-consistent convex risk measures with jumps
Shanjian Tang and Wenning Wei
| Year of publication: |
2012
|
|---|---|
| Authors: | Tang, Shanjian ; Wei, Wenning |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 3.2012, 3, p. 167-190
|
| Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Zeitkonsistenz | Time consistency | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Entscheidung unter Risiko | Decision under risk |
| 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/10009655735