On dynamic measure of risk

DOI10.1007/s007800050071zbMath0982.91030OpenAlexW3123942473MaRDI QIDQ1979073

Jakša Cvitanić, Ioannis Karatzas

Publication date: 24 May 2000

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050071

zbMATH Keywords

hedgingstochastic controlvalue-at-riskcapital requirementsBayesian riskdynamic measure of risk

Mathematics Subject Classification ID

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