A value-of-information approach to measuring risk in multi-period economic activity

Journal of Banking and Finance

Volumn 30, Issue 2, 2006, Pages 695-715

  Pflug, Georg Ch ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Conditional value at risk; Non anticipativity costs; Risk measures

Indexed keywords

EID: 32944474722     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.04.006     Document Type: Article

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