ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?
Year of publication: |
2014
|
---|---|
Authors: | KOVACEVIC, RAIMUND M. ; PFLUG, GEORG CH |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 17.2014, 01, p. 1450003-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Risk functional | acceptability functional | multi-period | conditional risk mapping | average value-at-risk | dual representation | information monotonicity | value of information |
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