Eksi-Altay, Zehra. 2019. Momentum and mean reversion under partial information. Vienna Congress on Mathematical Finance, Vienna, Austria, 09.09.-11.09.
BibTeX
Tags
Press 'enter' for creating the tagPublication'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 |
Associations
- People
- 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)