Quotation Rudloff, Birgit. 2010. Risk measures for multivariate random variables in markets with transaction costs. Analysis, Stochastics, and Applications Conference, Vienna, Österreich, 15.07.2010.


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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 for multivariate random variables in markets with transaction costs
Event Analysis, Stochastics, and Applications Conference,
Year 2010
Date 15.07.2010
Country Austria
Location Vienna

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People
Rudloff, Birgit (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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