{"title":"On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration","authors":"J. Backhoff-Veraguas, Ludovic Tangpi","doi":"10.1007/s11579-020-00261-2","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"38 1","pages":"433 - 460"},"PeriodicalIF":0.9000,"publicationDate":"2020-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics and Financial Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1007/s11579-020-00261-2","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
期刊介绍:
The primary objective of the journal is to provide a forum for work in finance which expresses economic ideas using formal mathematical reasoning. The work should have real economic content and the mathematical reasoning should be new and correct.