Time Consistency of Nonconvex Risk Measures

Berend Roorda, J.M. Schumacher

    Research output: Book/ReportReportProfessional

    Original languageUndefined
    Place of PublicationTilburg, The Netherlands
    PublisherNetspar, Network for Studies on Pensions, Aging and Retirement
    Number of pages32
    Publication statusPublished - 2009

    Publication series

    NameDiscussion Paper
    No.01/2009 - 006

    Keywords

    • METIS-260342

    Cite this

    Roorda, B., & Schumacher, J. M. (2009). Time Consistency of Nonconvex Risk Measures. (Discussion Paper; No. 01/2009 - 006). Tilburg, The Netherlands: Netspar, Network for Studies on Pensions, Aging and Retirement.