Work

Time-consistency in managing a commodity portfolio: A dynamic risk measure approach

Year: 2008

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2007.05.020

Authors: Hélyette Geman, Steve Ohana

Institution: Birkbeck, University of London

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1990195645

FWCI: 4.602

Cites: 20

Cited by: 36

Related to: 10