Time-inconsistency of VaR and time-consistent alternatives
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 |
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