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Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach

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  • Helyette Geman

    (Department of Economics, Mathematics & Statistics, Birkbeck)

  • Steve Ohana

    (Department of Economics, Mathematics & Statistics, Birkbeck)

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    File URL: http://www.ems.bbk.ac.uk/research/wp/PDF/BWPEF0610.pdf
    File Function: First version, 2006
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    Bibliographic Info

    Paper provided by Birkbeck, Department of Economics, Mathematics & Statistics in its series Birkbeck Working Papers in Economics and Finance with number 0610.

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    Date of creation: Oct 2006
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    Handle: RePEc:bbk:bbkefp:0610

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