Cuchiero, Christa. 2017. Cover’s universal portfolio, stochastic portfolio theory and the numéraire portfolio. Oberwolfach Meeting on Mathematics of Quantitative Finance, Oberwolfach-Walke, Germany, 26.02.-4.3.
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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 | Cover’s universal portfolio, stochastic portfolio theory and the numéraire portfolio |
Event | Oberwolfach Meeting on Mathematics of Quantitative Finance |
Year | 2017 |
Date | 26.02.-4.3. |
Country | Germany |
Location | Oberwolfach-Walke |
URL | https://www.mfo.de/occasion/1709 |
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)