Reference : An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem ...
Scientific congresses, symposiums and conference proceedings : Unpublished conference
Business & economic sciences : Finance
http://hdl.handle.net/10993/8576
An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem with Conditioning Information
English
Boissaux, Marc []
Schiltz, Jang mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
4-Jun-2010
Yes
No
International
6th Conference in Actuarial Science & Finance
3.-6.6.2010
Samos
Greece
http://hdl.handle.net/10993/8576

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