<div class="csl-bib-body">
<div class="csl-entry">Altay, S. (2025). Momentum vs Mean Reversion : Partial Information Approach to Optimal Investment Strategies. In <i>12th General AMaMeF Conference Booklet of Abstracts</i>. 12th General AMaMeF Conference, Verona, Italy. http://hdl.handle.net/20.500.12708/219964</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/219964
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dc.language.iso
en
-
dc.subject
Portfolio optimization
en
dc.subject
partial information
en
dc.subject
Kalman-Bucy filtering
en
dc.subject
momentum
en
dc.title
Momentum vs Mean Reversion : Partial Information Approach to Optimal Investment Strategies
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.type.category
Abstract Book Contribution
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tuw.booktitle
12th General AMaMeF Conference Booklet of Abstracts
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tuw.researchTopic.id
A4
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tuw.researchTopic.id
C4
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tuw.researchTopic.id
A3
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tuw.researchTopic.name
Mathematical Methods in Economics
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tuw.researchTopic.name
Mathematical and Algorithmic Foundations
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
60
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tuw.researchTopic.value
20
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tuw.researchTopic.value
20
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tuw.publication.orgunit
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
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dc.description.numberOfPages
1
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tuw.event.name
12th General AMaMeF Conference
en
tuw.event.startdate
23-06-2025
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tuw.event.enddate
27-06-2025
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tuw.event.online
On Site
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tuw.event.type
Event for scientific audience
-
tuw.event.place
Verona
-
tuw.event.country
IT
-
tuw.event.presenter
Altay, Sühan
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1020
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wb.sciencebranch.oefos
5020
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
10
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wb.sciencebranch.value
20
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wb.sciencebranch.value
70
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http://purl.org/coar/resource_type/c_5794
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none
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Publications
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no Fulltext
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item.openairetype
conference paper
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item.languageiso639-1
en
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crisitem.author.dept
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
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crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
