Quotation Rudloff, Birgit. 2013. Dynamic risk measures in markets with transaction costs. Seventh Bachelier Colloquium, Metabief, France, 13.01.-20.01.


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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 Dynamic risk measures in markets with transaction costs.
Event Seventh Bachelier Colloquium
Year 2013
Date 13.01.-20.01.
Country France
Location Metabief

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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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