TY  - GEN
AB  - We analyze the Foster-Hart measure of riskiness for general dis-
tributions in dynamic settings. The Foster-Hart measure avoids
bankruptcy in the long run. It is not time-consistent.
DA  - 2014
KW  - Dynamic Risk Measures
KW  - Time-Consistency
KW  - Bankruptcy
KW  - Continuous Random Variable
LA  - eng
PY  - 2014
SN  - 0931-6558
SP  - 13-
TI  - A Dynamic Extension of the Foster-Hart Measure of Riskiness
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-26999870
Y2  - 2024-11-22T10:37:53
ER  -