Rudloff, Birgit. 2011. An Algorithm to Calculate Dynamic Coherent Risk Measures in Markets with Transaction Costs. 3rd Humboldt-Princeton Conference, Berlin, Deutschland, October 2011. Invited Talk
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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 | An Algorithm to Calculate Dynamic Coherent Risk Measures in Markets with Transaction Costs |
Event | 3rd Humboldt-Princeton Conference |
Year | 2011 |
Date | October 2011 |
Country | Germany |
Location | Berlin |
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)