Quotation Rudloff, Birgit. 2013. Time consistency of risk measures in markets with transaction costs. ICSP 2013 - Internat. Conference on Stochastic Programming, Bergamo, Italy, 08.07.-12.07.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Time consistency of risk measures in markets with transaction costs
Event ICSP 2013 - Internat. Conference on Stochastic Programming
Year 2013
Date 08.07.-12.07.
Country Italy
Location Bergamo

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Rudloff, Birgit (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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