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We construct a large class of maturity-independent risk measures and give representative examples in both continuous- and discrete-time financial models.<\/jats:p>","DOI":"10.1137\/080739732","type":"journal-article","created":{"date-parts":[[2010,3,24]],"date-time":"2010-03-24T18:10:36Z","timestamp":1269454236000},"page":"266-288","source":"Crossref","is-referenced-by-count":25,"title":["Maturity-Independent Risk Measures"],"prefix":"10.1137","volume":"1","author":[{"given":"Thaleia","family":"Zariphopoulou","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Gordan","family":"\u017ditkovi\u0107","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2010,3,24]]},"reference":[{"key":"R1","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00068"},{"key":"R2","first-page":"68","volume":"10","author":"Artzner P.","year":"1997","journal-title":"RISK"},{"key":"R3","doi-asserted-by":"crossref","unstructured":"P. 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