Cover’s universal portfolio, stochastic portfolio theory and the numéraire portfolio

Activity: Talk or presentationScience to science

Period26 Feb 20174 Mar 2017
Event titleOberwolfach Meeting on Mathematics of Quantitative Finance
Event typeUnknown
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101019 Stochastics
  • 101007 Financial mathematics
  • 101018 Statistics
  • 101024 Probability theory