An Optimal Control Approach to Portfolio Optimisation with Conditioning Information

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Boissaux, Marc; Schiltz, Jang

2010 • The 5th General Conference on Advanced Mathematical Methods in 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 Approach to Portfolio Optimisation with Conditioning Information

Publication date :

04 May 2010

Event name :

The 5th General Conference on Advanced Mathematical Methods in Finance

Event place :

Bled, Slovenia

Event date :

3.-9.5.2010

Audience :

International

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since 15 October 2013

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