Cuchiero, Christa. 2017. Keynote talk: Cover’s universal portfolio, stochastic portfolio theory and the numéraire portfolio. ETH Risk Day 2017, Zurich, Switzerland, 15.09. Invited Talk
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Status of publication | Published |
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Affiliation | External |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Keynote talk: Cover’s universal portfolio, stochastic portfolio theory and the numéraire portfolio |
Event | ETH Risk Day 2017 |
Year | 2017 |
Date | 15.09 |
Country | Switzerland |
Location | Zurich |
URL | http://ccfz.ch/events/past-events/ccfz15092017.html |
Invited Talk | Y |
Associations
- People
- Cuchiero, Christa (Former researcher)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)
- 1162 Statistics (Details)
- 1165 Stochastics (Details)