✦ LIBER ✦

DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY

✍ Scribed by Stefan Weber

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamic risk measures: Time consistency

✍ Jocelyne Bion-Nadal 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 511 KB

Time Consistent Dynamic Risk Measures

✍ Kang Boda; Jerzy A. Filar 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 178 KB

Preference for Information and Dynamic C

✍ Simon Grant; Atsushi Kajii; Ben Polak 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 140 KB

Stochastic orders and risk measures: Con

✍ Nicole Bäuerle; Alfred Müller 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 224 KB

Conditional and dynamic convex risk meas

✍ Kai Detlefsen; Giacomo Scandolo 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 208 KB

VALUATIONS AND DYNAMIC CONVEX RISK MEASU

✍ A. Jobert; L. C. G. Rogers 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 167 KB