Time consistency of multi-period distortion measures

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Author
Fasen, Vicky
Svejda, Adela
Date
2012-06
Type
    Journal Article
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000056084
Publication status
published
External links
Journal / series
Statistics & risk modelling
Volume
29(2)
Pages / Article No.
133 - 153
Publisher
R. Oldenbourg Verlag
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)  
Notes
Received 20 June 2011, Accepted 5 March 2012. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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