Eksi-Altay, Zehra and Ku, Hyejin. 2016. Portfolio optimization for a Large Investor under Partial Information and Price Impact. 14th EUROPT Workshop on Advances in Continuous Optimization, Warsaw, Poland, 01.07-02.07, .
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Portfolio optimization for a Large Investor under Partial Information and Price Impact |
| Event | 14th EUROPT Workshop on Advances in Continuous Optimization |
| Year | 2016 |
| Date | 01.07-02.07, |
| Country | Poland |
| Location | Warsaw |
Associations
- People
- Eksi-Altay, Zehra (Details)
- External
- Ku, Hyejin (York University, Canada)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)