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 |
|---|---|
| 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)