| Original language | English |
|---|---|
| Pages (from-to) | 40-46 |
| Journal | Finance research letters |
| Volume | 6 |
| Issue number | 1 |
| Publication status | Published - 2009 |
| Externally published | Yes |
Time-inconsistency of VaR and time-consistent alternatives
P. Cheridito, M.A. Stadje
Research output: Contribution to journal › Article › Professional
47
Citations
(Scopus)