Time Consistency of Nonconvex Risk Measures

Research output: Book/Report › Report › Professional

Original language	Undefined
Place of Publication	Tilburg, The Netherlands
Publisher	Netspar, Network for Studies on Pensions, Aging and Retirement
Number of pages	32
Publication status	Published - 2009

Name	Discussion Paper
No.	01/2009 - 006

Keywords

@book{4dd02f3e0cb643c5b1d4a0561f3825fa,

title = "Time Consistency of Nonconvex Risk Measures",

keywords = "METIS-260342",

author = "Berend Roorda and J.M. Schumacher",

note = "Netspar Discussion Paper ",

year = "2009",

language = "Undefined",

series = "Discussion Paper",

publisher = "Netspar, Network for Studies on Pensions, Aging and Retirement",

number = "01/2009 - 006",

}