View in EDS HTML Full Text PDF Full Text

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

Saved in:
Bibliographic Details
Title: Time consistency of dynamic risk measures in markets with transaction costs.
Authors: Feinstein, Zachary1 (AUTHOR) brudloff@princeton.edu, Rudloff, Birgit (AUTHOR) brudloff@princeton.edu
Source: Quantitative Finance. Sep2013, Vol. 13 Issue 9, p1473-1489. 17p.
Database: Mathematics Source
Full text is not displayed to guests.
Description
ISSN:14697688
DOI:10.1080/14697688.2013.781668