Maturity-Independent Risk Measures (Q3563694): Difference between revisions
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Latest revision as of 16:36, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maturity-Independent Risk Measures |
scientific article |
Statements
Maturity-Independent Risk Measures (English)
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1 June 2010
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risk measures
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maturity independence
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incomplete markets
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forward performance processes
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exponential utility
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