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

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