Quotation Rudloff, Birgit. 2012. Time Consistency and Calculation of Risk Measures in Markets with Transaction Costs. Probability, Control and Finance: A Conference in Honor of the 60th Birthday of Ioannis Karatzas, Columbia University, NYC, United States/USA, 05.06.2012. Invited Talk


RIS


BibTeX

Tags

Press 'enter' for creating the tag

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 and Calculation of Risk Measures in Markets with Transaction Costs
Event Probability, Control and Finance: A Conference in Honor of the 60th Birthday of Ioannis Karatzas
Year 2012
Date 05.06.2012
Country United States/USA
Location Columbia University, NYC
Invited Talk Y

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)
Google Scholar: Search