Time consistency of dynamic risk measures in markets with transaction costs

Activity: Talk or presentation › Science to science

Period25 Mar 2013
Event titleProbability/Mathematical Finance Seminar, Carnegie Mellon University
Event typeUnknown
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 502009 Corporate finance
  • 101007 Financial mathematics
  • 101024 Probability theory