Reference : A new optimal control formulation for conditioned portfolio optimisation problems
Dissertations and theses : Doctoral thesis
Business & economic sciences : Finance
http://hdl.handle.net/10993/15508
A new optimal control formulation for conditioned portfolio optimisation problems
English
Boissaux, Marc [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)]
24-Jan-2013
University of Luxembourg, ​Luxembourg, ​​Luxembourg
Docteur en Sciences Financières
Schiltz, Jang mailto
http://hdl.handle.net/10993/15508

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