Jaksa Cvitanic, Ioannis Karatzas. On dynamic measures of risk. Finance and Stochastics, 3(4):451-482, 1999. [doi]
@article{CvitanicK99,
title = {On dynamic measures of risk},
author = {Jaksa Cvitanic and Ioannis Karatzas},
year = {1999},
doi = {10.1007/s007800050071},
url = {http://dx.doi.org/10.1007/s007800050071},
researchr = {https://researchr.org/publication/CvitanicK99},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {3},
number = {4},
pages = {451-482},
}