Jang Schiltz
Names
| first: | Jang |
| last: | Schiltz |
Identifer
| RePEc Short-ID: | psc563 |
Contact
Affiliations
-
Université du Luxembourg
/ Faculté de droit, d'économie et de finance
/ Department of Finance
- EDIRC entry
- location:
Research profile
author of:
- An Optimal Control Approach to Portfolio Optimisation with Conditioning Information (RePEc:crf:wpaper:10-09)
by Marc Boissaux & Jang Schiltz - Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals (RePEc:crf:wpaper:11-12)
by Jang Schiltz & Marc Boissaux - Optimal mix of funded and unfunded pension systems: the case of Luxembourg (RePEc:crf:wpaper:12-13)
by Jean-Daniel Guigou & Jang Schiltz - Conditioned Higher Moment Portfolio Optimisation Using Optimal Control (RePEc:crf:wpaper:12-2)
by Marc Boissaux & Jang Schiltz - A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems (RePEc:crf:wpaper:13-3)
by Jang Schiltz & Marc Boissaux - Luxembourg Fund Data Repository (RePEc:gam:jdataj:v:5:y:2020:i:3:p:62-:d:386738)
by Angeliki Skoura & Julian Presber & Jang Schiltz - Conditioned Higher Moment Portfolio Optimisation Using Optimal Control (RePEc:luc:wpaper:12-2)
by Marc Boissaux & Jang Schiltz - A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems (RePEc:luc:wpaper:13-3)
by Jang Schiltz & Marc Boissaux - Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control (RePEc:pal:palchp:978-1-137-27361-1_6)
by Marc Boissaux & Jang Schiltz