DC Field
Value
Language
dc.contributor.author
Altay, Sühan
-
dc.date.accessioned
2025-11-11T06:23:11Z
-
dc.date.available
2025-11-11T06:23:11Z
-
dc.date.issued
2025-07-10
-
dc.identifier.citation
<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>VCMF 2025 – Vienna Congress on Mathematical Finance Abstracts</i>. VCMF 2025 – Vienna Congress on Mathematical Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/220884</div> </div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/220884
-
dc.description
https://fam.tuwien.ac.at/events/vcmf2025/program2.php
-
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
-
tuw.booktitle
VCMF 2025 – Vienna Congress on Mathematical Finance Abstracts
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C4
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Mathematical and Algorithmic Foundations
-
tuw.researchTopic.name
Fundamental Mathematics Research
-
tuw.researchTopic.value
60
-
tuw.researchTopic.value
20
-
tuw.researchTopic.value
20
-
tuw.publication.orgunit
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
dc.description.numberOfPages
1
-
tuw.event.name
VCMF 2025 – Vienna Congress on Mathematical Finance
en
tuw.event.startdate
09-07-2025
-
tuw.event.enddate
11-07-2025
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Wien
-
tuw.event.country
AT
-
tuw.event.presenter
Altay, Sühan
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
10
-
wb.sciencebranch.value
20
-
wb.sciencebranch.value
70
-
item.openairetype
conference paper
-
item.openairecristype
http://purl.org/coar/resource_type/c_5794
-
item.cerifentitytype
Publications
-
item.languageiso639-1
en
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
crisitem.author.dept
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
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