Quotation 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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Publication's profile

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

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Cuchiero, Christa (Former researcher)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
1162 Statistics (Details)
1165 Stochastics (Details)
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