Time consistency of dynamic risk measures in markets with...

Time consistency of dynamic risk measures in markets with transaction costs

Feinstein, Zachary, Rudloff, Birgit
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Volume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2013.781668
Date:
September, 2013
File:
PDF, 387 KB
english, 2013
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