Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach
| Year of publication: |
2006-10
|
|---|---|
| Authors: | Geman, Helyette ; Ohana, Steve |
| Institutions: | Birkbeck, Department of Economics, Mathematics & Statistics |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 0610 |
| Source: |
Persistent link: https://www.econbiz.de/10005509606