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- W1990209519 abstract "In this paper, we derive new expectation representations of coherent multiperiod risk measures. A special feature of our representation is that it requires the use of randomized stopping times (introduced by Baxter and Chacon). Additionally, the results provide some insight into multiperiod risk measurement." @default.
- W1990209519 created "2016-06-24" @default.
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- W1990209519 date "2010-12-13" @default.
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- W1990209519 title "Randomized stopping times and coherent multiperiod risk measures" @default.
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- W1990209519 doi "https://doi.org/10.1080/17442508.2010.523467" @default.
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