Time-inconsistency of VaR and time-consistent alternatives

P. Cheridito, M.A. Stadje

Research output: Contribution to journalArticleProfessional

30 Citations (Scopus)
Original languageEnglish
Pages (from-to)40-46
JournalFinance research letters
Volume6
Issue number1
Publication statusPublished - 2009
Externally publishedYes

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