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Reference : An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem ... |
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| | Scientific congresses, symposiums and conference proceedings : Unpublished conference | |
| | Business & economic sciences : Finance
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| | http://hdl.handle.net/10993/8576 | |
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| An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem with Conditioning Information |
| English |
| Boissaux, Marc [] |
| Schiltz, Jang [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >] |
| 4-Jun-2010 |
| Yes |
| No |
| International |
| 6th Conference in Actuarial Science & Finance |
| 3.-6.6.2010 |
| Samos |
| Greece |
| http://hdl.handle.net/10993/8576 |
| File(s) associated to this reference | |
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