Rudloff, Birgit. 2019. time consistency on the mean-risk asset allocation problem. QuantMinds International, Wien, Österreich, 14.05.2019.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | time consistency on the mean-risk asset allocation problem |
Event | QuantMinds International |
Year | 2019 |
Date | 14.05.2019 |
Country | Austria |
Location | Wien |
Associations
- People
- Rudloff, Birgit (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)
- 5361 Financial management (Details)