DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Autoren

  • Stefan Weber
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Originalspracheundefiniert/unbekannt
FachzeitschriftMathematical Finance
PublikationsstatusVeröffentlicht - 2006

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DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY. / Weber, Stefan.
in: Mathematical Finance, 2006.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

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title = "DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY",
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year = "2006",
doi = "10.1111/j.1467-9965.2006.00277.x",
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journal = "Mathematical Finance",
issn = "0960-1627",
publisher = "Wiley-Blackwell Publishing Ltd",

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