Conditioned Higher Moment Portfolio Optimisation Using Optimal Control

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Boissaux, Marc; Schiltz, Jang

2013 • 20th annual conference of the multinational finance society

Permalink
https://hdl.handle.net/10993/7623

présentation Izmir.pdf

Author postprint (414 kB)

All documents in ORBilu are protected by a user license.

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 :

01 July 2013

Event name :

20th annual conference of the multinational finance society

Event organizer :

multinational finance society

Event place :

Izmir, Turkey

Event date :

30.6.-3.7.2013

Audience :

International

Available on ORBilu :

since 04 October 2013

Number of views

25 (2 by Unilu)

Number of downloads

141 (2 by Unilu)