Quotation 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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Publication's profile

Status of publication Published
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

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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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