Work

On dynamic measures of risk

Year: 1999

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s007800050071

Authors: Jakša Cvitanić, Ioannis Karatzas

Institution: Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3123942473

FWCI: 19.3

Cites: 12

Cited by: 194

Related to: 10