Distribution-invariant risk measures, information, and dynamic consistency
Year of publication: |
2006
|
---|---|
Authors: | Weber, Stefan |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 16.2006, 2, p. 419-441
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Subject: | Risiko | Risk | Messung | Measurement | Wertpapierhandel | Securities trading | Theorie | Theory |
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