Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes

Article Properties

DOI (url)

10.1214/ejp.v11-302
Publication Date

2006/01/01
Journal

Electronic Journal of Probability
Indian UGC (Journal)
Refrences

38
Citations

32
Patrick Cheridito Princeton University, USA
Freddy Delbaen ETH Zürich, Switzerland
Michael Kupper ETH Zürich, Switzerland

Cite

Cheridito, Patrick, et al. “Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes”. Electronic Journal of Probability, vol. 11, no. none, 2006, https://doi.org/10.1214/ejp.v11-302.

Cheridito, P., Delbaen, F., & Kupper, M. (2006). Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes. Electronic Journal of Probability, 11(none). https://doi.org/10.1214/ejp.v11-302

Cheridito P, Delbaen F, Kupper M. Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes. Electronic Journal of Probability. 2006;11(none).

Journal Categories

Science

Mathematics

Science

Mathematics

Probabilities

Mathematical statistics

Refrences

Citations

Citations Analysis

The first research to cite this article was titled Time-Consistency of Indifference Prices and Monetary Utility Functions and was published in 2006. The most recent citation comes from a 2018 study titled Time-Consistency of Indifference Prices and Monetary Utility Functions . This article reached its peak citation in 2015 , with 6 citations.It has been cited in 1 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 32 citations. The chart below illustrates the annual citation trends for this article.