Parameter and model risk in stochastic investment modelling

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 1996
EventProceedings of the Investment Conference - Langley
Duration: 1 Jan 1996 → …

Conference

ConferenceProceedings of the Investment Conference
CityLangley
Period1/01/96 → …

Cite this

Cairns, A. J. G. (1996). Parameter and model risk in stochastic investment modelling. Paper presented at Proceedings of the Investment Conference, Langley, .
Cairns, Andrew John George. / Parameter and model risk in stochastic investment modelling. Paper presented at Proceedings of the Investment Conference, Langley, .
@conference{65b376ef1ccc4b26866c9e76363905bd,
title = "Parameter and model risk in stochastic investment modelling",
author = "Cairns, {Andrew John George}",
year = "1996",
language = "English",
note = "Proceedings of the Investment Conference ; Conference date: 01-01-1996",

}

Cairns, AJG 1996, 'Parameter and model risk in stochastic investment modelling', Paper presented at Proceedings of the Investment Conference, Langley, 1/01/96.

Parameter and model risk in stochastic investment modelling. / Cairns, Andrew John George.

1996. Paper presented at Proceedings of the Investment Conference, Langley, .

Research output: Contribution to conferencePaper

TY - CONF

T1 - Parameter and model risk in stochastic investment modelling

AU - Cairns, Andrew John George

PY - 1996

Y1 - 1996

M3 - Paper

ER -

Cairns AJG. Parameter and model risk in stochastic investment modelling. 1996. Paper presented at Proceedings of the Investment Conference, Langley, .