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An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem with Conditioning Information
Boissaux, Marc; Schiltz, Jang
20106th Conference in Actuarial Science & Finance
 

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Disciplines :
Finance
Author, co-author :
Boissaux, Marc
Schiltz, Jang ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem with Conditioning Information
Publication date :
04 June 2010
Event name :
6th Conference in Actuarial Science & Finance
Event place :
Samos, Greece
Event date :
3.-6.6.2010
Audience :
International
Available on ORBilu :
since 15 October 2013

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