Record link: 
http://hdl.handle.net/20.500.12708/220884
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Title: 
Momentum vs mean reversion: partial information approach to optimal investment strategies
en
Citation: 
Altay, S. (2025). Momentum vs mean reversion: partial information approach to optimal investment strategies. In VCMF 2025 – Vienna Congress on Mathematical Finance Abstracts. VCMF 2025 – Vienna Congress on Mathematical Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/220884
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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: 
VCMF 2025 – Vienna Congress on Mathematical Finance Abstracts 
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Date (published): 
10-Jul-2025
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Event name: 
VCMF 2025 – Vienna Congress on Mathematical Finance 
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Event date: 
9-Jul-2025 - 11-Jul-2025
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Event place: 
Wien, Austria
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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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Additional information: 
https://fam.tuwien.ac.at/events/vcmf2025/program2.php
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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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