Record link: 
http://hdl.handle.net/20.500.12708/219964
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Title: 
Momentum vs Mean Reversion : Partial Information Approach to Optimal Investment Strategies
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Citation: 
Altay, S. (2025). Momentum vs Mean Reversion : Partial Information Approach to Optimal Investment Strategies. In 12th General AMaMeF Conference Booklet of Abstracts. 12th General AMaMeF Conference, Verona, Italy. http://hdl.handle.net/20.500.12708/219964
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Altay, Sühan 
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Organisational Unit: 
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik 
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Published in: 
12th General AMaMeF Conference Booklet of Abstracts 
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Date (published): 
23-Jun-2025
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Event name: 
12th General AMaMeF Conference 
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Event date: 
23-Jun-2025 - 27-Jun-2025
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Event place: 
Verona, Italy
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Number of Pages: 
1
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Keywords: 
Portfolio optimization; partial information; Kalman-Bucy filtering; momentum
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Research Areas: 
Mathematical Methods in Economics: 60%
Mathematical and Algorithmic Foundations: 20%
Fundamental Mathematics Research: 20%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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Appears in Collections:
Conference Paper

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