An Optimal Control Approach to Portfolio Optimisation with Conditioning Information

Reference : An Optimal Control Approach to Portfolio Optimisation with Conditioning Information


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/8578

Title :	An Optimal Control Approach to Portfolio Optimisation 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-May-2010
Peer reviewed :	Yes
Audience :	International
Event name :	The 5th General Conference on Advanced Mathematical Methods in Finance
Event date :	3.-9.5.2010
Event place (city) :	Bled
Event country :	Slovenia
Permalink :	http://hdl.handle.net/10993/8578

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Open access	2010_7 Bled.pdf		581.85 kB	View/Open

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