Conditioned Higher Moment Portfolio Optimisation Using Optimal Control

Reference : Conditioned Higher Moment Portfolio Optimisation Using Optimal Control


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/7623

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 :	1-Jul-2013
Peer reviewed :	Yes
On invitation :	No
Audience :	International
Event name :	20th annual conference of the multinational finance society
Event date :	30.6.-3.7.2013
Event organizer :	multinational finance society
Event place (city) :	Izmir
Event country :	Turkey
Permalink :	http://hdl.handle.net/10993/7623

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Open access	présentation Izmir.pdf		Author postprint	404.3 kB	View/Open

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