@inbook{a9c399c59f234c10b63c30cc0e5f5e84,
title = "A comparison of techniques for dynamic multivariate risk measures",
abstract = "This paper contains an overview of results for dynamic multivariate risk measures. We provide the main results of four different approaches. We will prove under which assumptions results within these approaches coincide, and how properties like primal and dual representation and time consistency in the different approaches compare to each other.",
keywords = "Dynamic risk measures, Multivariate risk, Set-valued risk measures, Transaction costs",
author = "Zachary Feinstein and Birgit Rudloff",
note = "Publisher Copyright: {\textcopyright} 2015, Springer-Verlag Berlin Heidelberg.",
year = "2015",
doi = "10.1007/978-3-662-48670-2_1",
language = "English",
series = "Springer Proceedings in Mathematics and Statistics",
pages = "3--41",
booktitle = "Springer Proceedings in Mathematics and Statistics",
}