Conditioned Higher Moment Portfolio Optimisation Using Optimal Control

Reference : Conditioned Higher Moment Portfolio Optimisation Using Optimal Control


	Document type :	Parts of books : Contribution to collective works
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/7278

Title :	Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
Language :	English
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) >]
Publication date :	2013
Main document title :	Understanding Investment Funds: Insights from Performance and Risk Analysis
Editor :	Terraza, Virginie
	Razaafitombo, H.
Publisher :	MacMillan
Pages :	106-128
Peer reviewed :	Yes
ISBN :	978-1-13727-360-4
Permalink :	http://hdl.handle.net/10993/7278

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