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Contribution to collective works (Parts of books)
Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
Boissaux, Marc; SCHILTZ, Jang
2013 • In TERRAZA, Virginie; Razaafitombo, H. (Eds.) Understanding Investment Funds: Insights from Performance and Risk Analysis
Peer reviewed
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https://hdl.handle.net/10993/7278
DOI
10.1057/9781137273611
 

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Disciplines :
Finance
Author, co-author :
Boissaux, Marc;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
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 :
2013
Main work title :
Understanding Investment Funds: Insights from Performance and Risk Analysis
Editor :
TERRAZA, Virginie 
Razaafitombo, H.
Publisher :
MacMillan
ISBN/EAN :
978-1-13727-360-4
Pages :
106-128
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 30 September 2013

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