Dynamic coherent risk measures

DOI10.1016/j.spa.2004.03.004zbMath1114.91055OpenAlexW3125094392MaRDI QIDQ2485772

Frank Riedel

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.03.004

zbMATH Keywords

consistencycoherencerisk measuresdynamic models

Mathematics Subject Classification ID

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