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
BibTeX
Tags
Press 'enter' for creating the tagPublication's profile
| Status of publication | Published |
|---|---|
| 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)