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Conditioned Higher Moment Portfolio Optimisation Using Optimal Control - 2012
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Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
Boissaux, Marc
;
SCHILTZ, Jang
2012
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https://hdl.handle.net/10993/5914
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Disciplines :
Finance
Author, co-author :
Boissaux, Marc
SCHILTZ, Jang
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
Publication date :
2012
Publisher :
University of Luxembourg, Luxembourg, Luxembourg
Number of pages :
16
Source :
http://wwwen.uni.lu/recherche/fdef/luxembourg_school_of_finance_research_in_finance/working_papers/working_papers_2012
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since 12 September 2013
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