Andreas Ludwig

MathSciNet


Dr. rer. nat. Christian-Albrechts-Universität zu Kiel 2012 Germany
Dissertation: Comparisons and asymptotics in the theory of portfolio optimization under fixed and proportional transaction costs
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Albrecht Irle

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 164470 for the advisor ID.