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Dynamic risk measures: Time consistency and risk measures from BMO martingales

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Cited by

2011Dynamic Risk Measures127 cited
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2011TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS71 cited
2014Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps61 cited
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2010Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach52 cited
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2014Asset pricing theory for two price economies46 cited
2014Multi-portfolio time consistency for set-valued convex and coherent risk measures40 cited
2013Time consistency of dynamic risk measures in markets with transaction costs36 cited