Conditional and dynamic convex risk measures
Kai Detlefsen; Giacomo Scandolo
| Year of publication: |
2005
|
|---|---|
| Authors: | Detlefsen, Kai ; Scandolo, Giacomo |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 4, p. 539-561
|
| Subject: | Risiko | Risk | Messung | Measurement | Zeitkonsistenz | Time consistency | Theorie | Theory | Entscheidung unter Risiko | Decision under risk |
| 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/10003133271