Time-inconsistency of VaR and time-consistent alternatives

P. Cheridito, M.A. Stadje

Research output: Contribution to journalArticleProfessional

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

Cite this

Cheridito, P., & Stadje, M. A. (2009). Time-inconsistency of VaR and time-consistent alternatives. Finance research letters, 6(1), 40-46.
Cheridito, P. ; Stadje, M.A. / Time-inconsistency of VaR and time-consistent alternatives. In: Finance research letters. 2009 ; Vol. 6, No. 1. pp. 40-46.
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language = "English",
volume = "6",
pages = "40--46",
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Cheridito, P & Stadje, MA 2009, 'Time-inconsistency of VaR and time-consistent alternatives', Finance research letters, vol. 6, no. 1, pp. 40-46.

Time-inconsistency of VaR and time-consistent alternatives. / Cheridito, P.; Stadje, M.A.

In: Finance research letters, Vol. 6, No. 1, 2009, p. 40-46.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Time-inconsistency of VaR and time-consistent alternatives

AU - Cheridito, P.

AU - Stadje, M.A.

PY - 2009

Y1 - 2009

M3 - Article

VL - 6

SP - 40

EP - 46

JO - Finance research letters

JF - Finance research letters

SN - 1544-6123

IS - 1

ER -