Time-inconsistency of VaR and time-consistent alternatives
Patrick Cheridito; Mitja Stadje
| Year of publication: |
2009
|
|---|---|
| Authors: | Cheridito, Patrick ; Stadje, Mitja |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 6.2009, 1, p. 40-46
|
| Subject: | Risikomaß | Risk measure |
| 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/10003834758