Login
EN
[EN] English
[FR] Français
Login
EN
[EN] English
[FR] Français
Give us feedback
Search and explore
Search
Explore ORBilu
Open Science
Open Science
Open Access
Research Data Management
Definitions
Love My Data 11 - 15 Mar 2024
Statistics
Help
User Guide
FAQ
Publication list
Document types
Training
Legal Information
Data protection
Legal notices
About
About ORBilu
Deposit Mandate
ORBilu team
Impact and visibility
About statistics
About metrics
OAI-PMH
Project history
Back
Home
Detailled Reference
Download
Eprint already available on another site (E-prints, Working papers and Research blog)
Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
Boissaux, Marc
;
Schiltz, Jang
2012
Permalink
https://hdl.handle.net/10993/5914
Files (1)
Send to
Details
Statistics
Bibliography
Similar publications
Files
Full Text
Conditioned Higher Moment Portfolio Optimisation Using Optimal Control_2012 (2).pdf
Publisher postprint (432.11 kB)
Download
All documents in ORBilu are protected by a
user license
.
Send to
RIS
BibTex
APA
Chicago
Permalink
X
Linkedin
copy to clipboard
copied
Details
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
Available on ORBilu :
since 12 September 2013
Statistics
Number of views
33 (1 by Unilu)
Number of downloads
152 (2 by Unilu)
More statistics
Bibliography
Similar publications
Contact ORBilu
