Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach
Helyette Geman and
Steve Ohana
Additional contact information
Helyette Geman: Department of Economics, Mathematics & Statistics, Birkbeck
Steve Ohana: Department of Economics, Mathematics & Statistics, Birkbeck
No 610, Birkbeck Working Papers in Economics and Finance from Birkbeck, Department of Economics, Mathematics & Statistics
Date: 2006-10
New Economics Papers: this item is included in nep-cse, nep-fin, nep-fmk and nep-rmg
References: Add references at CitEc
Citations:
Downloads: (external link)
https://eprints.bbk.ac.uk/id/eprint/26933 First version, 2006 (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bbk:bbkefp:0610
Ordering information: This working paper can be ordered from
Access Statistics for this paper
More papers in Birkbeck Working Papers in Economics and Finance from Birkbeck, Department of Economics, Mathematics & Statistics Malet Street, London WC1E 7HX, UK.
Bibliographic data for series maintained by ( this e-mail address is bad, please contact ).