1
H index
0
i10 index
4
Citations
Université du Luxembourg | 1 H index 0 i10 index 4 Citations RESEARCH PRODUCTION: 1 Articles 7 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jang Schiltz. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 5 |
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg | 2 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2010 | An Optimal Control Approach to Portfolio Optimisation with Conditioning Information In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2011 | Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Optimal mix of funded and unfunded pension systems: the case of Luxembourg In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2012 | Conditioned Higher Moment Portfolio Optimisation Using Optimal Control In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control.(2013) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2013 | A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2012 | Conditioned Higher Moment Portfolio Optimisation Using Optimal Control In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
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