Citation profile for Jang Schiltz

Jang Schiltz : Citation Profile

Université du Luxembourg

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

Chapters

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 0
   Journals where Jang Schiltz has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 2 (33.33 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc563
   Updated: 2026-04-11    RAS profile: 2023-12-07
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Relations with other researchers

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:

Gex, Mathieu (3)

Hansen, Lars (3)

Coudert, Virginie (3)

Misina, Miroslav (3)

Vause, Nicholas (2)

Carhart, Mark (1)

Feichtinger, Gustav (1)

Sethi, Suresh (1)

Lucas, Robert (1)

Chiang, I-Hsuan Ethan (1)

Main data

Where Jang Schiltz has published?

Working Papers Series with more than one paper published	# docs
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

Recent works citing Jang Schiltz (2025 and 2024)

Year	Title of citing document

Works by Jang Schiltz:

Year	Title	Type	Cited
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
2020	Luxembourg Fund Data Repository In: Data. [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