Quotation Rudloff, Birgit. 2010. Risk measures in a multiasset model with transaction costs. INFORMS, Austin, Texas, Vereinigte Staaten/USA, 07.11.2010. 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 Risk measures in a multiasset model with transaction costs
Event INFORMS
Year 2010
Date 07.11.2010
Country United States/USA
Location Austin, Texas
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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