Quotation 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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Publication's profile

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

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Kovacova, Gabriela (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
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