Quotation Eksi-Altay, Zehra. 2019. Momentum and mean reversion under partial information. Vienna Congress on Mathematical Finance, Vienna, Austria, 09.09.-11.09.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Momentum and mean reversion under partial information
Event Vienna Congress on Mathematical Finance
Year 2019
Date 09.09.-11.09.
Country Austria
Location Vienna

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Eksi-Altay, Zehra (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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