✦ LIBER ✦

Time Consistent Dynamic Risk Measures

✍ Scribed by Kang Boda; Jerzy A. Filar

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

On dynamic measures of risk

✍ Jakša Cvitanić; Ioannis Karatzas 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 207 KB

Conditional and dynamic convex risk meas

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

Market Risk of Mortgage-Backed Securitie

✍ Ren-Raw Chen; Hsien-Hsing Liao; Tyler T. Yang 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 289 KB

Time-frequency error measures for dynami

✍ R. M. French 📂 Article 📅 1998 🏛 Sage Publications 🌐 English ⚖ 428 KB

Measuring dynamic efficiency under risk

✍ Jati K. Sengupta 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 714 KB