On dynamic measures of risk
Jakša Cvitanić; Ioannis Karatzas
| Year of publication: |
1999
|
|---|---|
| Authors: | Cvitanić, Jakša ; Karatzas, Ioannis |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 3.1999, 4, p. 451-482
|
| Subject: | Risiko | Risk | Messung | Measurement | Hedging | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001412192