Time consistency of dynamic risk measures in markets with transaction costs
| Year of publication: |
2013
|
|---|---|
| Authors: | Feinstein, Zachary ; Rudloff, Birgit |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 9 (1.9.), p. 1473-1489
|