Rudloff, Birgit. 2013. Time consistency of dynamic risk measures in markets with transaction costs. Probability/Mathematical Finance Seminar, Carnegie Mellon University, Pittsburgh, United States/USA, 25.03.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Time consistency of dynamic risk measures in markets with transaction costs |
Event | Probability/Mathematical Finance Seminar, Carnegie Mellon University |
Year | 2013 |
Date | 25.03. |
Country | United States/USA |
Location | Pittsburgh |
Associations
- People
- 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)