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