Kovacova, Gabriela. 2016. Time consistency of a dynamic mean-risk portfolio optimization in a vector-valued setting. Set Optimization for Application conference, WU Wien, Austria, 19.09.-23.09.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Time consistency of a dynamic mean-risk portfolio optimization in a vector-valued setting |
| Event | Set Optimization for Application conference |
| Year | 2016 |
| Date | 19.09.-23.09. |
| Country | Austria |
| Location | WU Wien |
Associations
- People
- Kovacova, Gabriela (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)