An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem with Conditioning Information

Reference : An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem ...


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/8576

Title :	An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem with Conditioning Information
Language :	English
Author, co-author :	Boissaux, Marc []
	Schiltz, Jang [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	4-Jun-2010
Peer reviewed :	Yes
On invitation :	No
Audience :	International
Event name :	6th Conference in Actuarial Science & Finance
Event date :	3.-6.6.2010
Event place (city) :	Samos
Event country :	Greece
Permalink :	http://hdl.handle.net/10993/8576

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Open access	2010_4 Samos.pdf		498.33 kB	View/Open

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