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On dynamic measures of risk
Authors:Jak?a Cvitani?  Ioannis Karatzas
Institution:(1) Department of Statistics, Columbia University, New York, NY 10027, USA , US;(2) Departments of Mathematics and Statistics, Columbia University, New York, NY 10027, USA (e-mail: cj@stat.columbia.edu; ik@math.columbia.edu) , US
Abstract:
Keywords::Dynamic measures of risk  Bayesian risk  hedging  capital requirements  value-at-risk
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